The only difference is that alcohol adverts most often spell out the dangers of alcohol consumption more than gambling adverts do tell about how bad gambling can affect the gambler, maybe gambling adverts should start incorporating awareness of its dangers just like alcohol does but that could be bad business for then you know, so they may not want to lay emphasis on it because ordinary people condem gambling much more than they do with Alcohol and so some persons can take alcohol while they condem gambling. Personally I see it that its just the potential to been patronised that has made the gambling industry not include all of that just like the alcohol does.
gambling ads that i see do have a warning of responsibility for their customers but they might not totally emphasize just how much gambling can be dangerous if not careful since like you said it might be bad for the business as it may sound like they are bad mouthing gambling already