Yeah, if you are repeating it as something that God supposedly said, even if you have heard it from "people" or "churches" for many years, it's still the proper thing to verify in God's word that God actually said it rather than just telling people they are wrong in God's eyes and God will withhold His blessings from them, without ever checking to see if God really said this.
For example, I once had a pastor insist over and over that it was sinful and ungodly to use an overhead projector in church services for things such as projecting the words to the hymns on a screen and such things as this. He had given me all kinds of reasons about how all the churches he grew up in and attended his whole life always "knew" this was wrong, etc, etc, etc. I finally asked him to explain to me why God didn't want overhead projectors in church, and to show me the scripture that said this. (Or at least stated a principle to support this.) He was all ready to give me all kinds of answers until I asked for actual scripture. Then he thought about it for a while, and hung his head in shame, admitting there really wasn't any. He never talked about it again, at least not that I know of.
It's true many Christians "feel" gambling wrong. But many Christians "feel" a lot of things are wrong that God never really said were wrong and many times those "feelings" come from a lot of ignorance and misinformation that keeps getting repeated over and over. And of course, I believe if someone feels strongly that something is wrong for them, then they shouldn't do it. Sin is one thing, but there is also direction that God gives us in our lives for His individual purpose for us, and some of those directions will be to avoid certain things. That doesn't give those Christians the right to tell everyone else that they are wrong if they don't avoid those same things unless God's word says so. But sadly, this is exactly what a lot of Christians and church leaders do, and this creates exactly the kind of legalism that the pharisees practiced and Jesus taught against.