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.
When casino refuse to pay you and you didn't commit any irregularities that justify the punishment that you're getting, you should take the casino to court and not the authorities because the authorities can't always help you but the court can. Some countries you can take them to the authorities which then file the reports to the court for you but if you know how to do it yourself, just do it. The court will ask the casino to fulfil their promises after doing their investigations into the case. I don't see a problem with paying my taxes, as a good citizen of my country after making a profits, I'm obligated to give to the government their share that they'll use in taking care of things that I'm going to enjoy as a citizen of the country. The government don't have to regulate gambling to tax them because they're a business that are making revenue and should contribute to the development of the country through tax payments.