To me, it's weird that they even considered marrying and living together with both having this kind of habit of being a gambler. To humor the question though, I think that it's best for the both of them to quit gambling since that money could be spent on other stuff that could help the household instead of just gambling that money away but if there's an addiction going on and it can't be helped, I think that the wife should quit because if the husband is still working, the wife can do the housework when she stops gambling unlike with the husband who's probably the provider in the family, he might not be able to find the energy to do housework.
We should not take any side in this and what a man can do, a woman can do it. It all depends on the kind of jobs they do primarily, this goes a long way in planning their lives and that of the family they want to build. If it's the husband who is so busy, the wife should cover up in both her job and also in that which the husband should have done. The same goes for the husband, if the wife is such that is more busy, the husband should do the same for her without me repeating it. After all, that makes a family, but one shouldn't undermine the effort of the other, which is the most painful part in marriage.
But for the gambling aspect of it, I do not think that anyone has to quit anything if they are both responsible gamblers, but if they are irresponsible gamblers, I urge them both to quit, not only one. Only that they should be careful so that their children never know of that ugly part of them. Also, if they are responsible in doing it, I don't think it will take their time unnecessarily to the extent that it would be a thing of concern to them or anybody around them. And about what you said as if it's strange, this might be weird to you but it's not a big deal, and as a matter of fact, it is common in some environments because that's their way of life. It's part of them.