There isn't much you can do sadly. A teenager is smart enough to keep his traces secret and dumb enough to think he'll get rich gambling. Talking to him is the only option in a situation like this. If he somehow gets what you are saying, he will never ever become addicted to gambling again. If he doesn't, then you are looking at another poor lost soul who's going to waste his all remaining life on gambling. That's the problem with some people. They hear the words but their brain can't comprehend their meaning. Smart people know their limits, they instantly recognize it when they see a person that is smarter than them. Dumb people think they are running the show.
I kinda agree with you but do you know that all teenagers are not the same? Some can be smart enough to cover their tracks and Make sure that no one knows that they are into such activity, but it doesn't matter, like you said there's a limit to what you can do. Talking to them and educating is the only solution. At that stage of life majority of them wouldn't listen because of they might be exhibiting some sort of youthful exhubirance. This might be out of context but as adults we must also show good example, the excuse these teenagers have is that they see their elders doing it so they just emulate them.
Everyone's attitude, behavior and thoughts are certainly different, as well as the education of parents which is certainly given to their children is the best education according to them, but not all children will obey their parents because there are children who are not figures with their parents' education so they become naughty by not obeying their parents' orders and ignoring their prohibitions. In addition, currently children seem to be more familiar with gadgets and the internet and social media than interacting directly, although not all but most likely young people today are like this. Parents will give their children the best education but they will also be guided by their surroundings which if they are easily influenced then they will participate in risky environments or are indeed naughty with their activities. In addition, even though they cover up their bad habits, but sometimes I think it will be seen if they do things they shouldn't or maybe the impact.