Yes, they say that because they aim to cause a “chilling effect” – which posts like these make possible.
The only federal law regarding gambling is the one that prohibits sportsbetting over the telephone.
I am not sure where you get your information other than newspapers, but this is a legal fact, the only federal law in existance is the “wire act.
This is the reason why, year after year after year, some politicians try to pass a law that does prohibit online gambling.
If it was illegal already, why would they continue to try to make it illegal?