So my question is, is the percentage of the rich gambling lower than the middle and lower class?
Your friend is quite wrong for that. In fact, most people in casinos are rich people, but it's different from people from the lower or middle class, these rich people usually play gambling as entertainment or socialize with other players to increase their network. Especially in Asia, most of the rich people here play in casinos like in Macau, Singapore, Hong Kong, etc., because it's like part of the culture especially for Chinese people, you are not called a rich person if you don't gamble.
However, the percentage of rich people who gamble is much smaller than the middle and lower class, because there are fewer of them, so their percentage is lower.