I change the radio station or TV channel whenever a gambling commercial comes on. This includes ones for the Illinois Lottery. Given that I think gambling is wrong, but that it is legal, this is my small way of rejecting it. I cannot stop it so long as people are willing to gamble, and companies are willing to take their money.
Why do I hate gambling? Sure, maybe the frumpy 60-something woman who goes with her gal pals to a floating casino is not going to have addiction issue, but there are plenty who do. Has anyone, once gambling has existed in a community for years, pointed at it and said, "Oh my, now there's an area I want to raise my children?" Has a casino ever moved into a posh suburb? No.
The point is not my reasons, as they are my reasons, and you are still free to do as you like. I won't stop you. But, if you are like my, turn the radio to another station, and let the station with gambling ads know what you're doing.