>There is no way for them (or anyone) to understand the customer's state of mind.

Maybe not their state of mind but if you have access to people's betting history you can very likely identify people who are "problem gamblers", especially if you also ask them their annual income when they become a customer (I have no idea whether they do this in the US, but they do on UK sites and will suspend your account if your betting exceeds certain thresholds).

You certainly wouldn't even AI to spot people who are chasing their losses for example.

As to whether they should be obliged to care, I'm not sure. But through public policy you can make it their problem.