I was just looking at my deposit address on the blockchain, and noticed that the amount was transferred to the address of
https://btcgains.com/ central address. How is that site related to dicebitco?
If you think of it as "your" deposit address, you're probably going to make wrong assumptions. The address is owned by the site, and the coins you send to it can be used however they like. Most likely they were used to fund some other user's withdrawal.
The only thing that makes it "yours" is that coins sent to it are credited to your account on the site. After that, the coins may move to cold storage, but most likely they will be sent to a different player when he requests a withdrawal.