The main problem is that addiction kind of goes around people's interests and their better judgement.
Normally I agree, we don't need to be making 'moral' decisions for people. If they want to do something 'sinful' - like gambling - have at it.
But the people who promote gambling have lots of money. And gambling is basically smoking. So, it gets hairy. They can lie, they can cheat, and they can manipulate people's minds, tricking them into doing something bad for them. And then the addiction does the rest.