I didn't mention the invisible hand because the precise point is that this is a non-economic discussion. People who want to ban gambling will always, as can be seen elsewhere, make economic points about how it is an economically inefficient activity. Many fun things are economically inefficient, and economic inefficiency is nothing to do with overall bad or good.
"Regulate" fast food...how? So the government is responsible for deciding how someone of normal weight is allowed to eat? Btw, I live somewhere where this has happened...I pay 30-40% more for some types of food, some products have been removed totally, they don't sell them anymore...why? I am healthy, I run, what did I do? The narrative for this was that obesity is a societal problem, that anyone can be obese...which is false. I am just paying more because someone else is obese, that is it (and, obviously, this hasn't changed obesity...the government has just unlocked a new source of revenue to spend on nonsense).
It is easy to regulate gambling, which the US does btw, because the experience is controlled. So you can remove products, unlike with fast food, that are explicitly designed for addicts (for example, many countries have regulations that rank casino/machine/slots gambling into categories). And in many countries, again like the US, you have government-maintained self-exclude lists, no-market lists, etc. Again, this only impacts addicts. The problem is that people who want regulation want to go further, they have these bizarre notions of economic efficiency with embedded social norms they don't appear to acknowledge, and (ultimately) this will impact people who just enjoy gambling. The premise of the original point was that gambling is inherently addictive...this is not the case, it isn't infallibility...some people find this activity fun, they should be allowed to have fun even if some other people shouldn't do it.