Gambling sites are not worth for hackers to use energies since amount is lower. Some sites have been exploited due to some unknown bugs in script. I have heard once or twice hardly about exploitation issues but hacking didn't come in my knowledge so far. Exchanges are always at risk since they flow large amount of money in hot wallets as well.
Everything is in interest of hackers, if they managed to quickly find some vulnerabilities, the reason why we don't see much hacks of casinos is because they keep most of their Bitcoin offline. Exploits are more serious threat to them, but they can always make checks before paying to some suspicious winners. Also, in case of exploits players money should be technically safe, only investors risk.
