The government can ban gambling but they cannot stop every gambler from gambling. People will still gamble online with VPN and no one will know that they're gambling. Some gamblers can also gamble offline secretly without being caught.
Right, this will increase the numbers of underground gambling because many will still look for ways to gamble.
Even if they do a nationwide ban for online gambling, with VPNs and casinos that don't implement KYC for small time gamblers, they will have ways to gamble. Unless the government coordinates with most of the online casinos and will ask them not to accept any users from their jurisdiction, that's also possible to happen if they are this serious against gambling.