You said it yourself, maybe they will start massive advertising gambling platforms allowing anyone to register. And then just allow the illegal casinos to also be used by Europeans.
That can't happen!
Every country still has control over some sectors, even if the EU commission would try and issue a directive any country could block such a thing or simply deem it unconstitutional on its own territory, the EU can't dictate regional matters to this detail.
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(Maybe not so) Interestingly gambling industry don't attract much heat as the tobacco/oil companies do. I think pharma companies are a bit different than the other two and they are already controlling us indirectly.
Depends on where you're from!
Gambling is frowned upon in a lot of EU countries more than the tobacco industry, there are still countries where smoking is not seen as much of a big deal, compared to gambling check Italy or Finland for example