To each its own. For me, gambling is not sin. Although my religion says its a sin. I don't give a ****. I want to gamble and nobody can stop me. Plus you just don't throw that argument about religion. Everyone has a choice in life, not even religion should dictate what you gonna do.
We are not in the Middle Ages anymore, time has move forward. Everything, including religion. Even the Pope in Rome is changing a lot of old Catholic traditions. So for me, it's not a sin to gamble. If you felt a slight guilt because you think that you are making a sin when gambling. Then stop, simply as that.