Actually, in my country, both offline and online gambling are banned. Now it is possible to do many things while maintaining privacy, I have seen many gamblers gamble offline while maintaining privacy and I also gamble while maintaining privacy. For example, cryptocurrency is illegal in our country, but many people have secretly invested in Bitcoin. Now it is difficult to maintain privacy in offline gambling, but privacy can be easily maintained in online gambling. This is how people in our country gamble.
Even if in your country, gambling is ban, that doesn't stop people to search for hidden place to gambling. That is happened in my country where my government also ban and investigate this.
Many people have the same experience like @OP. I won't deny that because I have one in the past but I don't want to do the same thing because that make me lose too much. In offline casino, those people even can gambling in one of their friend's home without anyone know.
Usually, they will gather in the weekend and do usual activity, just talking around, drink and eat something. After all people in that house sleep, they will start gambling in the backyard.