Well, I don't know about this in gambling but in sport betting, I can agree that some people are so caught up with their bets that if they bet on a parlay, let's say it's a combination of 10 games which is supposed to run for 5 days or more, as the game continues to play out in their favour, some person will not find it easy to sleep because all their mind will be tied to that game and they will even be day dreaming about winning all the game and having a big cash out. In casino games, you don't have any outstanding outcomes, your results are instant, so why can't the gambler sleep?
I've seen many gamblers when they make a bet. They get so caught up in it, and think so much about that bet, that they can't focus on anything else until the result of that bet comes out. And this is actually true for most gamblers who bet on sports. I had a cousin who was a sports bettor who was so addicted to sports betting that he would bet on different sports every day and sleep little. And because of this lack of sleep, he became mentally ill, and later had to be treated. So gambling also affects a gambler's sleep if he is addicted to gambling.