I gamble alone, not because I prefer it that way precisely, but because of pure chance. In fact, some of my friends love betting on sports (on sports that I don't like, unfortunately) or gamble but in platforms or physical locations I don't like. So, although I would like to have some friends I could talk to about my gambling experiences, the most similar experience I find it in this forum.
I am the same as you. I gamble alone. Because I like to enjoy casino games but my friends like sports betting so I don't have any discussion with them about gambling. And when I lose money in gambling my friends scold me. They say that sports betting is easy and you can win easily there why do I play casino games which are very risky. And I don't tell them anything. I enjoy casino games alone. And the reason is that casino games can be played anytime and are very fun.
I think it is also annoying to share the topic of gambling with friends because many people cannot keep it to themselves. There are some who share something about their losses and then share it with someone else, which I think is a violation of privacy. Maybe that friend can share the topic with someone else out of regret, but if the topic of gambling spreads like this, it will definitely not be beneficial for the gambler. The more silent you can be about gambling, you will feel better.
Although I would like to share my gambling activities with people offline, like I said before, you are right that it has many inconveniences. I'm not talking only about your privacy if they talk about you with third parties (at least in my country, although gambling is widespread, it's still not seen with very good eyes by some people) but because I also think that when you know them in person, people are more prone to lie about their results, like if their egos wouldn't let them admit some embarrassing loses, but would encourage them to brag about their victories. Such biases are more common in person, I think (and in other social media), but here in bitcointalk, on the contrary, I think that we're more honest with our results and admit our loses more naturally. What do you think?