Actually, if you consider the casino or the bookie is always supposed to get profit from the gambling volume of gamblers and bettors, then gambling/betting is not strictly a zero-sum game, but rather a negative-sum game, since the house will always have their slice of the pie from the volume of the money gambling in order to continue their operations, pay their employees and keep their facilities tidy and attractive for newcomers to feel tempted to gambler for the first time.
In short, if it was actually a zero-sum game as you claim, the casino would have no house edge and RTP would be 100 percent for all their slot machines, among other things, which we all know are not applied in reality.