It's not a tradition, they are just taking the advantage of the funeral scenario, because they can't be arrested by their illegal gambling activity as respect to the grieving family.

Maybe it is an escape for some people, but for the majority of gamblers, I believe it was just for pastime until it became an addiction. Others do play gambling to become the black sheep of the family, to gain attention from their families. We have our own reasons why we play gambling, but I would call it as an "escape".