Gambling is a victimless crime, if the gambler is a single person with no dependents. Most of the harms are when someone gambles away the family home or their kids' college funds.
Gambling is worse than cannabis. There's no limit, other than your credit, to how much money you can lose gambling. That's not true for cannabis. You can only consume so much and even grow it for free if you need to.
I support legalizing gambling too. Making all gambling illegal drives it underground and allows criminals to profit from it.
But I equally strongly oppose online gambling or gambling advertising (while we're on the subject, I think alcohol advertising shouldn't exist either). You can't smoke or drink anywhere, anytime. Why should gambling be any different? Go to an IRL casino or betting shop or racetrack and gamble. Regulate the hours and locations of these establishments.
Gambling, alcohol, and cannabis aren't good for you. So why allow them to be marketed to people? If they want to gamble (or drink or smoke) they'll find out about it and do it. No need to deliberately try to get people to do it.