They're only banned in the US due to a perceived choking hazard (Cue sarcastic "Only in America" comments). I don't see what the association with gambling is?

The association with gambling is since you are paying for the egg but don't know what you are getting inside that is a form of gambling (this is implication of argument above, not what I think)

At least with kinder eggs you know you're getting the chocolate, and you know you will get one of half a dozen toys. But sure, I guess its not that different...

They really don't have much in common. If you want more kinder eggs, you have to walk to the store. When the mechanics are based on exploiting a skinner box as they are in games these days, breaking engagement like that pretty much ruins the whole thing. If EA or Caesars Palace required you to go to the store and buy a physical card to play again, revenue would plummet.

Could one argue that adding a small consolation prize to loot boxes overcome the gambling issue with them? "Here is your item that you paid for, oh also here is a random extra lottery item."