Recently many countries around the world are now introducing gambling taxation on it citizens and even charging betting houses and casino's some amount of money to operate within it jurisdiction, and recently my country just introduced a 5% Revenue sharing and taking from both betting houses and gambler's winning and this news make me to ask why the government takes such money from gambler's but won't protect the gambler when their is troubles with the betting house.
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.
Leaving aside the fact that you are wrong - gambling is a heavily regulated industry in most countries, it is also not true that every country taxes gambling winnings. If you look at the UK for example, any winnings you might get there will not be taxed at all. They tax the gambling companies and that is where the government takes it's cut, which seems like the fairest way to do it really. It is rather crazy that you only get to take a portion of your winnings in somewhere like America because the state and federal government stick their claws in. Be careful about making sweeping generalizations because there are plenty of countries out there which strike a much better balance than you might find in your local jurisdiction.