Countries where gambling is prohibited, it's possible that they have a lot of underground gambling. I think many of them are in Asia and they're the hotpot of gambling in there. But, these underground gambling areas are related or owned by syndicates so, it's kind of hard to get out of it when you've been bankrupting the house.
some politicians even use underground gambling to launder their polluted money
That is possible. Underground gambling or legal ones, they're the places where not just politicians launder money but also the syndicates and bad actors.
That's why it should be avoided to ban gambling in many countries, because these syndicates will probably be happy when it happens. They may have a place set up to deal with underground gambling, and as you said, there's no getting out when you are a winner, unlike the casinos that are abiding by the law.
If that happens, they will not get anything through taxes, and they will even spend more hiring investigators to find the underground gambling sites, which are probably too hidden to find.