Gambling has negative externalities suffered by families and friends of the addicts (and more people, if addiction drives the victim to crime). That's in addition to the fact that IMO at some point in addiction, you aren't really in a state of mind to give informed consent.

My current point of view is that once a problem becomes large-scale and systemic, to the point you can actually model it at population-scale, it needs top-down attention and top-down solutions. That usually means regulation - either new, modified, or existing but better enforced. In other words, once something grows to the point it wouldn't be out of place on a SimCity/Civilizations-style game dashboard, it needs SimCity/Civilization-style solutions. In yet different words, there ain't such thing as free will and informed consent if I can reliably predict that a population under influence X will have Y% incidence of $bad-thing.

See also: vaccines, smoking, air pollution, climate change, overfishing, and countless other things where people left to their own devices and their own local, small-scale perspective reliably and fully predictably end up doing stupid things.