On another hand, if we tend to win higher in the gambling i.e for example 10 BTC, an escrow should indeed create a secured cold wallet to store the funds. Having a large sum of bitcoin in hot wallet would put the escrow in question and there are higher possibilities of escrow losing the fund on a hack.
More or less, such an event of escrow managing our fund for future expenses is highly unlikely.
I agree there are some cons to the escrow solution. If the agreement is a long term one it becomes very risky losing the funds on a hack rarely happens then there's also a chance for one of the escrows disappearing at anytime (mentioned this before) unless you personally know the escrow.
It would be interesting to hear what the escrows (and those who tried it before) have to say to this and if they've received a request similar to OPs example.
Also you would need to pay up for such service which do really sucks.
There are escrows that don't cost a lot I know there are some affordable services out there but I don't know if they'll take these kind of request. And paying shouldn't be a problem knowing that you spent most of your money on gambling.