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.
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.
fun, pleasure, excitement, even connection
if there are no "good" points about it then nobody would get addicted, right?
for cigarettes the effect is so powerful that even these huge warnings saying "you will die" or "you will get cancer" aren't enough to stop people from consuming it
it's crazy if you really think about it