They are fools, people comes in and go out everyday to gamble, tell me how this won't end up leaking out? It's possible that one of their customers will tip off the police for some rewards, it happens almost everywhere in the world, the more you keep something to yourself the longer it will last.
If the only way to make money is through illegal source make sure it is the type that requires you alone, not even a partner or people, betrayal is very real, someone will be the reason why you are exposed.
I can remember when China decided to ban mining in their own country, this happened because many people are using the grid power illegally to avoid paying for electricity, some are also doing illegal gambling business too, this habits pissed their government off and they decide to go the cruel route.
Many Asic miners was crushed with tractors, those were worth millions at the time, if Korea isn't careful such could happen to them too.
You are right to be worried about keeping things secret and chance of getting caught especially when you are doing something illegal like running underground gambling operation. It is very possible that customer or someone on inside could tell authorities and just one person doing that could shut down everything you have built.
Think about what happened in China when they cracked down on cryptocurrency mining and other illegal activities. Government took very strong action and it shows that when they think something is threat to what they care about or breaks law they will act quickly and severely.
So while it might seem like good idea to keep your operation small and work alone to stay under radar it is not perfect solution. You really need to think carefully about the chances of getting caught and what could happen if you do and compare that to whatever you might gain from operation.