Well either there is some technical error on the site, such as their bitcoin daemon crashed and they weren't processing deposits/withdraws and it will get fixed eventually. This happens sometimes from time to time especially with coins like ETH since the blockchain is so large.
However when this happens it can also mean you sent it to the wrong address by getting some malware on your computer which is called the clipboard virus which basically waits until a BTC address is copied and it pastes the thief's BTC address when you go to send the coins. They never arrive at the destination because you sent it elsewhere. This is common, especially with newbies with Windows 10 which is full of bugs.
If its neither, then most likely the gambling site is a scam and they are cheating you. But you can easily avoid this just by taking time to read some reviews on Bitcointalk first.