Answer for your question is actually depend on which situation and which nation you're talking about. In Ameria, which is known as freedom country, gambling is legal and they tax it, but in my country it's 100% illegal. 7 months ago, my goverment made a draft law about make gambling becomes legal but it's really hard and they already cancled it.
Well that is not about wrong or right but more about illegal or not. Gambling is basically illegal in alot of countries so it depends on which country but still it is better not to let the gambling site know about your identity. Sometimes it is better not to let everyone know that you are gambling as well for your own sake even if it is completely legal
a little bit agree with you , as when gambling considered as an illegal one , the whole citizen will treat gambling as a wrong thing based on the government rules and vice versa . if you live in a country where gambling banned , then it is completely wrong .
so in that situation basically based on your religion and government gambling are completely wrong.