Gambling has clear connection to divorce with studies showing that people with gambling problems have much higher divorce rate. Hiding your gambling from your partner is major issue as keeping secrets destroys trust that is essential for healthy relationship. If you get into financial trouble and have to tell your partner it can be shocking surprise that seriously damages your relationship. Using shared money for gambling without your partner knowledge is betrayal of trust. Ultimately financial problems and emotional stress and loss of trust caused by gambling can be too much for relationship to handle which is why it is so important to be open and honest with your spouse about your gambling habits.
You can hide it if you are responsible, this doesn't make you a cheating partner, or is keeping such secret a cheating game? I don't think it is, and most importantly if you are a man you don't have to say everything to your woman but if you are not sure where you stand in gambling it's better to tell your partner.
Although not all women are understanding, most of them will react negatively to gambling or probably leak your secret out to your spouse when you tell them, but there are few numbers of women that really understands and are always ready to always be there for any help needed. Still I don't recommend getting married if anyone is addicted to gambling because you are probably going to punish your partner alot with your irresponsible decisions in gambling, it always affect the second person negatively.