Is sin a transgression against a divine law? If you believe that such divine law exists, then yes, gambling is a sin.
For the sake of discussion, let's ask why such a divine law would exist. Arguably, such a divine law would exists to protect the flock from unfruitful choices, in particular, those encouraged by "evil" ie: Satan.
But how about, such a law, universal in its origins, with purpose of encouraging or prohibiting behavior so as to do the least amount of harm to a respective in a society which by definition is composed of individuals.
Then the question becomes about choice, does the gambling affect more than yourself? By gambling, are you exploiting the weakness of another, thus causing harm to the society or individual?
I propose that if one goes in eyes wide open, then a choice to potentially harm is one's choice, one's agency, one's responsibility. If the choice, knowingly is exploiting another 's irresponsibly, it's one's choice to not gamble in that situation and thus chose less harm, to make the other choice, to gamble, with known harmful consequences, makes the gambler a jerk.