There is some truth in what you said, where we ourselves are responsible for our families, not other people, but at least if there is constructive criticism, it is not wrong for us to listen to it, for matters of implementing it, that is a secondary matter in my opinion, at least we respect the person we are talking to as long as he does not corner us at the lowest point in a situation
But if we have been able to apply good approach and are able to gamble wisely but there are still other people who talk or think badly about the gambling activities we do, can it be called constructive criticism, we have been able to get past all that and criticism is not needed here.
In reality, everything that will be talked about is about bad things and we cannot just consider all of that as something easy to accept, it is better not to care and not to listen.
I think getting criticism from others is a fairly normal situation even though you have basically gambled with the right approach or the best approach as we often recommend to gamblers, because in general gambling is an activity that has a bad stigma in the eyes of society, most of those who have that point of view will not easily believe that you are a responsible gambler who is able to treat gambling in the right way.
So the conclusion is that it is a fairly reasonable criticism considering how society views gambling, and I think as long as we gamble with our own money without harming others then it should not be a problem, so it is better as you said that which is just let it be or do not care too much about such criticism, but if the criticism does contain good and good advice for your own interests then consider it.