Money was invented as a medium for exchanging value:
you give me value, I give you money,
then you give someone money, and they give you value.
In this scheme, the person who ends up with more money is the one who has provided more value to others. Everything is clear and fair.
When we win money, we break this scheme. In the same way it is broken by theft, robbery, or taxes. If money is obtained for nothing, it loses its value.
It will be askward to compare the money won through gambling to that of theft, robbery and taxes, because they are literally not the same, despite the fact you claiming them to be free money that never offered any value. Because when it comes to gambling, users are only been rewarded after risking their initial capital, with the mindset of predicting the possible outcome of an event, and if he is could predict correctly, he wins and gets rewarded, but if his prediction is incorrect, he loses. Hence, proving the fact that it was never a free money, and it does not in anyway contradicts the very idea of money.
I must agree with you that there is no point in saying that keeping money in gambling is free. Because the gambler who keeps money in betting is under a lot of pressure. It can be said that being under pressure after keeping money cannot be free. Usually, those who steal do not have any kind of investment or money and the same situation is in the case of those who rob. They only look for profit but no one has anything to lose. If the gambler loses money in gambling, then he will lose the amount of money that he invested. The money I put into the bet didn't come to me for free. I had to earn that money through some work.