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.
Even though the rules in our country should also be based on the religion the country is based on, alcohol production and consumption are taken lightly when it shouldn't be. If it's forbidden to drink alcohol by the religion your laws are based on, why are you allowing companies to produce and then brokers to sell alcohol to people? On the other hand, gambling is strictly prohbited by the laws, which to me, is clear hypocrisy because if both aren't allowed in the religion, they both shouldn't be allowed by the law, but since mafia's produce and sell alcohol and makes money, and the government gets its share, it's okay by them.
When it comes to the connection between the two, it could be said that people who do one of them usually do both, because someone who drinks alcohol will most probably do all sorts of careless things, and drunk people are often find gambling and losing money and properties, etc. So, even though it's not direct, they do have indirect connections with each other, somehow.