I do not know why others feel that they need to keep gambling a secret. They should not be ashamed to do it or get help to stop if they need it.
It's because there's a norm that if you're a gambler, you're almost close for being a bad person because you might do other things such as stealing, robbing and other bad things to sustain your gambling needs. This has been the portrayal of those irresponsible gamblers because they've done such acts.
But, it's not that all gamblers are like that. There are just those type of gamblers that have been too irresponsible and became addicted severely and they don't have a source to continue with what they do.
I have never been secretive when I started to gamble, it was even known not just to my relatives but also my friends. And even after going to school when I was younger, I've done it with my classmates. That's how I was open when I was on my younger days.