Yes well, and this is meant as constructively as possible, when looking at classic-liberalism, you can't just take one individual (the gambler) and ignore the rest. What about the child that grows up considerably poorer because his father is a problem gambler? Are that child's rights worth taking into consideration? Most would say "yes" and that would lead you to a ban on advertising... assuming the connection between advertising and increasing problem gambling is there (which of course it is, hence why they advertise so much).
No, its restricting the rights of others for the morons. Now im all for women killing their unborn if they wish, id assume you are to? But somehow those same people figure they must infringe on the rights of others because some moron cant withstand some advertising?