Secrecy and mistrust in relationships is a big issue, as trust is the foundation for a strong relationship. Moreover, when you're with someone, gambling isn’t just a personal choice — it’s a risk zone. Even if someone gambles “moderately,” the consequences can still be serious. Also, if it's just something small one does as leisure activities, I don't see the reason not to disclose it. Of course, if there's kind of a 'don't ask, don't tell' principle, then it's a different story, but still presupposes that gambling is shameful in some way.