That's the reason why we always discourage using your own wallet for depositing funds and withdrawal as well. 'Own wallet' means it should be a non-custodial wallet that only you will have access to, so you can avoid unwanted issues such as these. A few exchanges don't accept funds from gambling; you should read their terms. Either accept it or not, but you will be almost safe by using your own wallet.
However, this is a technical issue, and it would take time to solve, though you are just wondering; it's very easy. But reality isn't what you are thinking. But since they received the funds into their hot wallet, it means you should get back the balance on your gambling account. Just try to talk with the support; also, forum support should help you when they notice that post.
I also learn my leason.
By the way, Stake also now getting marked as gambling activitg my friend got a problem. I think these is also based on Law in your country, if they prohibited gambling activity exchange could refuse it.
People in US could be not havng a problem but mine will got problem due my country restricted any gambling actrivity.