I am not a Muslim but haram is haram and every Muslims shouldn't be gambling at all, it's against their religion, I know few Muslims that can't do without gambling, yet they pray five times daily, it's actually left for them to make decisions that suits their life.
Truth the told, most gamblers are not religiously strong, if we have to say the fact, you can't be religious and be a gambler, because both Christain and Muslims are to stay away from gambling, it doesn't help the spirits at all.
It's either you quit gambling for religion or you face gambling and be less religious, many still pray to God and still gambles, that includes myself, but I am good at watching over myself, always avoiding gambling addiction, which I believe it's the most important thing for everyone to do, either religious or not.
It is difficult to do these things, what I can think about this is that whenever something is done in accordance with what we like, it should not influence religions, I respect the bases of religions a lot, but if not I can see the Religions laid their foundations many years ago, even in ancient times when casino activities were frowned upon by everyone ,The conservative views of many people , in this type of things they can establish many aspects, prohibitions and a lot, I am a person who grew up with a very different religion, which does have Inhibitions , but I consider myself that 'to reach the Father is not through Religions , because for me in each religion, far below there are dark things and interests that are very given to it, in this order of ideas what we must always make evident is that we are from this world, if there are things that make us have fun, I think we should do them, as long as things are accomplished and then do the penances, for example as you say, They play and then do penance, because it is something that can be done in the most radical religions.
But in View of this there is a very Famous Relationship where I liv e, which Consists of going almost every day, singing , praising God for everything , they call themselves brothers and everything, but they have to leave 10% of their salary to the pastor, and when we see "El Pastor " he has a tremendous truck , he has a Tremendous house, quite a few , they live as if he were famous , but I pay 10% of each person's salary because the pastor sets himself up, so this becomes very Politicized at that level, So there are things that I don't agree with , I have another way of seeing things , for me doing good things, actions that can help others is the best, there is no Need to give money to a pastor who has no need, there is to give to those in need , to Give food , to Support Others , well that's what I see , But still , my Religion is Something that I hardly take into Consideration , I don't even go to Sunday meals because I know that many in the Vatican are much more Dark , so believing in those People is not my Thing.