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The funny thing about this three things is that they are all harmful and can be fun, this now depends on the end user. People smoke to get out of depression, might not really be cigarettes but some special things but if you abuse it, there are consequences that you might likely face and similarly, even gambling and alcohol share the same addiction, it can enjoy and it can be abuse but like I said, the consumption of end user will be what is going to determine the toxicity.
Government knows that addiction at very difficult to cure and that's why most often you see casino write that gamble responsibly, cigarettes pack with the warning "smokers are liable to die young" and Alcohol are been ignored but make awareness to people, these all looks legit in the eye of the government, they make money from it through revenue generation but they have their personal consequences that you may likely face later in the future.
I think some people enjoy any form of addiction that has the potential to be destructive or self-defeating. They all know the worst consequences, but for various reasons, they approach it and do it.
Gambling, smoking, drinking, and drugs tend to be detrimental in the long term - but we will always find people addicted to them. Governments may be silent or they may prevent it - but they can't completely control it. In the end it all comes down to individual awareness - If they don't want to overdo it, don't overdo it.