It's a bit difficult for me to comment on this, because I live in a country where openly selling alcohol and gambling are both prohibited, especially in a religion where both are explicitly prohibited. But we can find both, and some regions even produce alcohol. However, there's a specific market for it, and if it's illegal, people will be arrested. The same goes for drunkenness and other acts, which are illegal.
And when it comes to the connection between gambling and alcohol, why do the two have different regulations? The government certainly has other considerations. Alcohol is commonly consumed in certain amounts and under certain conditions, such as the prohibition on drunk driving and so on. There's a connection between the two.