If the question is "Why does Adblock Plus block ads?" then the answer is quite simple: Because that's what it's meant to do. It doesn't matter whether the ads are legal or illegal, whether they are about gambling, finance or any other topic. Any annoying ads should be blocked by default and users are free to decide to block more or less, if they want to, by changing the settings of Adblock Plus.
Usually filter authors (i.e. the people who create the rules) tend to be careful about not interferring with the rest of the site. Unfortunately, some sites are very aggressive and try to force their ads onto you, even if you make clear to them that you don't want to see their ads. Other sites may just be poorly developed and not consider that ads may not load (e.g. due to network issues, adblockers, country restrictions or for other reasons) and therefore may break when ads aren't loaded successfully.
We are trying to fix those issues together with filter authors but for that we need users to report those issues to us - preferrably using the "Report issue" button which includes all sorts of useful information.