I think it's just a legal disclaimer or a law stated by the government to create awareness, because a lot of individuals will blame the companies with the excuse of not being aware of the implications, just like the cigarette companies will warn customers of the implications but still produce. It's not the gambling company that will tell you how to use your money. As a gambler, it's your responsibility to gamble well, because at last you will be the one to be held accountable for any bad decision you make while gambling.
And they could use that to file a law suit against the casino saying that, "the casino didn't tell them it's a risky activity." It's how some people do, they look for an opportunity to sue a company so that when they win the case, they can receive collateral damage and then move to another company. That's what some women do for a living, they enter a rich man's life and later file for a divorce and then the properties of the man is being splitted.