If you read what Die_empty wrote, if you are in such a country where gambling is strictly regulated by the government, you are to use crypto for privacy. However, if your country government doesn't care about what her citizen does with their money, you can deposit in fiat. My country is a typical example, gambling is rampard to the point that no bank cares about it. I might be with only fiat in my possession, I deposit it directly to my casino account.
I think that is a negligent assumption.
Here where I live, we originally had a very similar situation. Gambling was allowed and there were companies in every major city that specialized in online gambling (sports betting, slots, ...) and were also successful. Suddenly, however, the government decided to ban online gambling and some of these companies had to pay heavy fines because they had not stopped their activities (i.e. the company itself ...) immediately ... which is of course not so easy to do.
So just because the government is not taking a closer look now, I would not assume that this will also be the case in the future. Better safe than sorry.