Actually in every relationship transparency and sharing of secrets are keys to a strong bound leading to better understanding between the two, but when you have a spouse that's somehow judgemental at almost everything, you will surely be unwilling to reveal certain personal things about yourself to them especially gambling that is being vilified by many as something bad.
She felt insecure about the man, first he joined hands with her in criticizing Op, and later the woman found out that he's a gamer as well, it tells so much about the kind of behavior backing the husband. However, they're supposed to fix the problem together instead of allowing the separation to occur. Gambling isn't fine to everyone's hearing, but the player shouldn't have kept it a secret, that said, the next thing to do is fine a way to convince the spouse to forgive his mistakes and come back to the relationship.
I understand the annoyance of the woman. If at first her husband was able to convince her about gambling by helping her understand that not all gamblers are addicted or gamble irresponsibly, it would have been better; but he joined her in criticizing gambling, and this was a reason for her to see it as a bad game. She will surely be disappointed to learn that her man is into what they both criticize.
However, this is a matter that can be looked into for her to gain a better understanding, and for her man to make her know he is not setting a gambling limit that will affect his finances or mental state.