If a woman doesn't know that her husband is gambling, then it's already a marriage full of lies. It means she doesn't know her husband and doesn't know what he's doing.
A married friend of mine had to sell his luxury car because of gambling. When he sold the car, his wife found out he was gambling, and now they constantly fight.
A husband that hides his gambling activities from his wife might as well be cheating and he's hiding it since he's good at hiding something. There's no way a gambler is suppose to be with you and you'll not noticed some signs that they're gambling therefore if they can successfully do that then you should know that there are other things that they're hiding. As a husband, your wife should know things like you being a gambler because it'll be better that way than her finding out later and it becomes a problem. But the wife too should be considerate because maybe the husband was ashamed of telling the wife that he has gambling issues.
I do agree with you, it is very bad for partners to be hiding things from each other especially gambling. In marriage there should always be mutual trust from both parties, a situation were by there is an issue of trust them the marriage may never work because once one partner start keeping secrets it will leads to doubt and suspicions. However, I believe the reason why most people do hide things like gambling from there paterns is as a result of fear and shame which I believe a little communication will definitely be of help. Talking to our partner in a language in which they will understand will save one the stress of wanting to keep a secret that will end up becoming a problem that may ruin ones marriage. if a good reason is given to ones partner and being able to convince ones partner as regards gambling will be of great help than keeping it as a secret.