In my campaign... if that Gambler had won more than 5 games in a row with big stakes .... he would be dead in the next few minutes, having suffered from numerous GAUSS PISTOL gunshot wounds to his torso.
No one likes to lose money.
This reminds me of a real world story.
A blackjack card counter played at a casino in Eastern Europe. The limits at the casino were pretty low (as far as he was concerned) but for his local buddy, the money he was betting (and winning) constituted several months of a regular person's wages.
After his first session, some goons working for the casino informed him that his patronage was no longer welcome. He said it was pretty scary because it was then that he realized he was in a foreign country and out of his element and these goons could've been a lot less gentle in how they treated him.
I probably wouldn't have a PC who "abuses" a high gambling skill end up shot dead. But he could attract the attention of some unsavory individuals.
PC: Woohoo, I won ALL THIS MONEY!!!!
NPC: Hey, that's pretty good. Can I interest you in a business proposition?
PC: Sure. Who are you?
NPC: I'm the owner of the casino where you won that money.
PC: Errr...
NPC: Don't be alarmed. I simply wish to inform you that your business is no longer welcome at my establishment. However, there are other casinos in this city. Now, my proposition is this. I will provide you with a sum of money with which you can gamble at these other casinos, which happen to be run by competitors of mine. You can keep whatever you win over what I provide you minus a 75% commission.
PC: That's not a very good deal. And I don't need your money to bankroll my gambling; I have my own money.
NPC: I wasn't asking. I was TELLING.