Because we have loads of cases where gambler's win some huge amount of money and the casino refusing to pay and when reported to the authority you here such things like the casino is not licenced by them or they don't have control over the casino case, the government is only interested in the tax and not protecting the interest of it citizens.
If as far as you know every time you win you always pay taxes, but when you report a problem to your casino and the authorities refuse to provide assistance, don't you need to find out if you are being cheated all this time by the casino or if the authorities in your place are rotten? because as far as I know, if you have paid taxes, then the authorities will help you with various problems that you may face when gambling, because the role of the authorities is to regulate casinos that are under their jurisdiction, and therefore you pay taxes - if the authorities do not help you, then what is the point of you paying taxes to them.
It should be understood that the purpose of regulation of any industry for the state is primarily to replenish the treasury, not to protect citizens. Therefore, there is no sense in expecting the state authorities to deal with disputes between users and gambling sites. The state has neither money, nor time, nor people, nor desire to do it. So the protection of our interests even in regulated areas remains only in our hands.