You don't blame the Italian government for making this kind of regulation and restrictions, could be that gambling are seriously affecting their youth negatively and putting restrictions in gambling sites are the only way to cut this down. There are also other countries that put this kind of restrictions on gambling. The only way to make this better in the nearest future is for gambling sites to put regulations and run in a way that will favor the government and them.
If gambling sites actually want friendly regulations from the government instead of being blanket banned from a country, they're going to have to prove that beyond a reasonable doubt they're trying to ensure that people that are 18+ (or 21+ depending on the area where gambling is legal) are playing on their site and ONLY these people are playing.Very impossible on that bolded part yet we are already on an era where all is digital. Age restrictions and implementations would be nearly impossible.They might made a restriction but wont really be a complete shutdown on what they do aim for.In my country, accessing any gambling sites had no problems but with those countries do have heavy jurisdiction against gambling then its no surprise for them to have that act.
Accessing through VPN and tweaking DNS are the most possible way.