On where the moral burden lies in your example, I'd argue we should follow the money and see what has the most impact on that online gambling company's bottom line.
Inherently that could have the most impact on what happens when that company succeeds: if those become OpenAI's biggest clients, it wouldn't be surprising that they put more and more weight in being well suited for online gambling companies.
Does AWS get specially impacted by hosting online gambling services ? I honestly don't expect them to, not more than community sites or concert ticket sellers.