This is not a devils advocate because in your hypothetical you already defined the gambler was a fully consenting, which is in alignment with the persons comment you replied to.
A more accurate devils advocate could be one who suggest that forms of manipulation and coercion should be allowed because its physically possible in reality to do so.
I think it is a devils advocate because there are plenty of people who think the state should disallow gambling by consenting adults.
As for when coercion is used... I don't think it's useful to play devils advocate for coercion. That one is settled, everyone already agrees that coercion is bad.
A more accurate devils advocate could be one who suggest that forms of manipulation and coercion should be allowed because its physically possible in reality to do so.