I recall you need to pay a fee when moving out of coinbase, not sure if that was still a thing since I never used coinbased when they had added a transaction fee. But basically you are doing a good job. Poloniex has one of the lowest fees right now to withdraw from the exchange, however, they might flag you though if you do not really trade and just use it for a wallet. Not to mention you are withdrawing and depositing from gambling sites. This could trigger AML policies.
That's true when you just send the money to an exchange but did not make a single trade at all continuously , it could be a big deal.
You might accused do money laundering or so , why you did not use a mixer service by the way?
Do transfer money twice cost too much time , but it is okay if you feel comfortable.