It would be necessary to see in which studies you can do your thesis on gambling. Mathematics or sociology come to mind, maybe economics too. And you have to find a thesis supervisor who is interested in directing you in that subject.
In my case I wouldn't do it, but I understand that there may be lines of research in these disciplines that could be interesting for a doctoral thesis.
Gambling is interesting to explore from the point of view of economics, law, sociology, mathematics and many other sciences.
At the same time, from the point of view of mathematics, the main scientific research has already been carried out. Blaise Pascal did it.
On the topic "Gambling in countries with different legal regimes (from democracy to totalitarianism)" you can write an interesting dissertation. Does the level of democracy in a country affect the number of people who gamble? This is a very interesting question.
Gambling is also interesting to study from a medical point of view.
You can write a dissertation on the topic - "The effect of gambling on the stress level of gamblers?". Many forum users write that they play for the sake of interest? This is true? Gambling relaxes them and helps to relieve the stress accumulated during the work week? Or not?