Accessibility and ease-of-process, digital wallets, especially exchange wallets like Binance works best because you can easily route them to your gambling account and basically start from there. Although these options aren't as safe as personal wallets and physical wallets that are more focused on security of your coins above anything else. Personally what I do is I have a personal wallet where I collectively save all of my cryptocurrencies and I just fund my Binance wallet whenever necessary. This allows me to ensure that worse comes to worst, I wouldn't lose all of my hard-earned assets at once.
What is best/safest/easiest wallet to use for crypto gambling?
Currently I am using Binance wallet, but I heard that they can lock account and ask about these transactions.
The best wallet would depend on the type of coins you use. I use trustwallet and it almost covers all the bases, it provides multiple coins support and has a good security system and on top of everything, it's easy to access on the mobile and scan to send coins quickly.
I don't like the fact that OP is using Binance as a wallet for gambling because of 3 reasons
1- High fees on withdrawal that Binance charges
2- It takes some 5-10 mins usually to get your coins which isn't ideal always
3- It's evident from the past, using an exchange as wallet is risky
Coinbase and trustwallet top my list for their vast array of coins that are listed, although I am a bit wary with these wallet exchanges since these are the ones that gets hacked the most, apart from Binance. Then again the benefits outweigh the detriments for me which so rarely happen anyway that I can just shrug it off. Although of course as stated above I have a personal wallet where I store most of my assets.