No.
Gambling is failure to comprehend the nature of the universe, the laws of Nature and the very underpinnings and source of reality.
Aliens have already done the maths, studied the pros & cons, perfected their understanding of Nature and its origin. Every action they engage in is rationally considered, duly calculated and fully considered. Every conceivable (and inconceivable) permutation is meticulously dissected from beforehand and innumerable contingencies are fully plotted, planned and prepared for.
The only reason an Alien would have for engaging in what humans call "gambling" is solely to serve as a wise mentor and instructor. They understand that dice do not roll, cards do not shuffle and roulettes do not stop in anything like a random fashion.
They understand, therefore, that gambling is a pointless waste of resources and time. A mere child's pastime. An activity for the cognitively and intellectually deficient races.
The rationale:
Aliens, as everyone knows, are masters of what we basically think of as magic. Extremely advanced sciences & technologies. How else can they zip across the universe (and between them); how else can they evade our detection; how else can they appear to do things that violate the Laws of Nature?
In part, and touching on the query, is that as we also know, Aliens exist in at least one or two more dimensions than we do. We know what two dimensional beings are like, because we've all read Flatland. We know we exist in four (or perhaps five) dimensions and we can "see" and interact with the Flatlanders in ways they can not imagine.
So it is with Aliens.
They can "see" and interact with us in ways we don't understand and don't perceive well.
Because they inhabit a broader dimensional spectrum, and because they have long perfected the sciences and philosophies operating within the broader cosmos, they can perceive, interact with, predict and manipulate those aspects of reality that we can not.
Take dice for example. Classic game of chance, right? Perhaps for a being whose dimensional perspective is highly three-dimensional! You watch me shake the dice in anticipation, you've placed your chips on four, gambling in the utterly despairing hope that I'll roll a "4"! But the Alien next to you, while appearing calm and dispassionate to your three-dimensional senses, has meanwhile placed every chip in front of him on "3".
Now that green dude has balls of brass!, you think.
No, he's not gambling. He can see eventualities within time all laid out in chronological order and flowing before the "temporal rods and cones" of his eyes the same way you can see water flow along a river; the same way you can see objects around you arranged in space. He sees them arranged in time.
The Alien simply sees very clearly what has recently transpired and what will shortly transpire.
I roll.
The dice come to rest.
"3"
You wonder how he could have known.
The croupier wonders if he isn't manking with the dice or the table.
The Alien buys everyone drinks, and they are happy, for a moment, in the darkness of time.
Because his species evolved long ago in a world of many dimensions and where it became of evolutionary value to see objects and movements in time as well as place, it is now as trivial for them to see the flow of time as it is for us to see the flow of space. With his technology, observing & manipulating all aspects of atomic & subatomic matter and energy becomes child's play. Machines that travel the gulfs of time and space in an instant are no big deal.
Gambling -- wagering on the outcome of a chance event -- becomes meaningless when you can already observe the results of the event and plan accordingly.