I am pretty dam sure you are fine with this because I am even more sure online gambling isn’t actually illegal – the financial transaction is and you aren’t involved in that so no worries there.
Also it is highly unlikely you are on any radars to get in trouble – It costs a lot to come after people and even prosecute them so it has to be a big name that is worth prosecuting for these guys – I know huge UK affiliates that only focus on the US and they frequently travel to the US without a worry