There is absolutely no positive side and only countless negative ones. So in other words, the risks are not justified.
I prefer legal, regulated casinos.
In some conditions, even legal casinos still have loopholes to cheat you. Legal casinos with minimal security can also put you at risk of being robbed. So in my opinion, underground gambling is much riskier and should be avoided. I agree that underground gambling has a lot of spotlight in various film genres, especially those with mafia or gangster themes. But in the real world, underground gambling is not a place where you can negotiate and do cool things like in the movies you watch. On the contrary, underground gambling has a very big risk, such as your money being scammed or robbed, and even worse, you will become a criminal because underground gambling is an illegal act that violates the law.
In the films, of course, I like to observe this, but I will never participate in this, because why have additional risks in the form of robberies and lawlessness. So I need to come up with strategies and think about how to try to win a little money, it requires a lot of time and additional risks are useless. We must still look for a line and advantages, but it is better to do this within the framework of the law and the rules of the casino, although I do not have the illusions that as soon as I start winning the casino, which is extremely difficult to do, it will immediately come up with the rule on which I will be excluded from the game.