Being transparent is very important and always avoid lots of problems in the future. If people were more sincere since the beginning of their relationships, we would see much less couples facing issues and divorcing later.
In every relationship there are something we would love to keep secret, you don't tell your lover everything and I don't think it's a bad thing.
Gambling is a habit and I find it very hard to hide, but if the man can keep it away from his wife then maybe he is not a real gambler and does it once in a while.