Have never heard of under ground gambling and if I am not mistakenly this could be applied to the country where they sees gambling as an illegal activities or is totally prohibited From gambling....
Actually, for underground gambling to happen it does not necessarily takes for a state or jurisdiction to ban it from Public spaces or ban it altogether, you know. There is underground gambling even in places and countries where gambling is allowed, but regulated.
Here in my country you can walk into a casino and gamble as much as you carry with you at the moment, but there are underground places and facilities which are not licensed, do not pay taxes and are hidden from plain sight where people go to gamble, either because there are some features/machines/games which other casinos do not have or because those who go to those locations want to conceal their gambling activities and the money they spend/win thanks to gambling.
There must be underground gambling even in a city like Las Vegas.
You could be right because I don't think we have underground gambling in my state, since the most common gambling over here is sport betting, is popular over here than any other forms of gambling. Casinos aren't that preferred over here except for those who gambles online, we began to pick more interest as online casinos are being launched and also having varieties of games that would interest people the more. Maybe it could be that there is something we are missing over here we don't know that we need to know completely.