I agree that banning hardly works, as people can easily bypass restrictions using VPNs and continue playing on foreign sites, while the government loses revenue and control. It is much more effective to regulate the market: set taxes, inform about the risks, support those struggling with addiction, frame gambling as entertainment, not career.
That gives more freedom to adults to decide how they want to spend their time and money, allows casinos to operate officially, and potentially brings money into the state budget.