Cigarette packets say that smoking is harmful to health and that smoking causes cancer, but people still buy cigarettes at high prices and consume them. Drinking alcohol is certainly very bad for the human body, and gambling, if played incorrectly, is also the main reason for the economic decline of people many times. If someone has a habit of drinking alcohol, then he should drink alcohol in moderation, just as if someone is involved in gambling, then he should gamble thoughtfully and responsibly. Just as one cannot become addicted to drugs, one cannot become addicted to gambling.
I think the main difference is that cigarettes and alcohol are harmful in a biological level when gambling doesn't really hurt you biologically but emotionally and psychologically
one can argue that it could lead to neurotransmiter imbalances but I think this is probably forcing too much, not really the main thing to focus on
of course one can get addicted to the activity but this is probably more in the mind than in the body.