The trademark point is a good one but its not quite as simple as that. If say it wasnt trademarked, and they could argue effectively that you were harming their reputation or in any way misleading people in thinking you were affiliated with them, then they would still have a case. If for example the y have a well known brand name, and your domain includes that suggesting to net users that it is related, then i’d give it up.
If however the domain name is a “dictionary” word or “common phrase”, then they would find it much harder to prise it away from you.
If you could post the domain name, i’m sure you’d get much more precise opinions. For example if it was Microsoftgambling.net, then give it up quick 