Like what most exchanges do, gambling casinos should have an insurance policy that they are willing to pay "xxx" amount of money in the event they get hacked.

This kind of policy is line with exchanges and this gives you this sense of security whenever you gamble. Though I do think that we all practice that we do not keep our funds inside gambling websites due to several security risks that it pose.

Either way, even if gambling companies would do this, execution would be difficult given that most of their CS are already difficult to contact, let alone demand for the payment of compensation.