Most people I know in my social circle gamble at least once in a while, but then again there are about 4 casinos within about 30-45 minutes driving time plus there's Atlantic City, the East Coast gambling mecca, about 1.5 hours or so away. So it's an easy distraction.
With no casinos in the area and the main gambling being the lottery and horse race betting, I can see why the QC cast doesn't gamble. Or if they do, it's practically a non-event like buying a lottery ticket. I'll bet Jeph doesn't gamble either.