There are two main ways to make this argument.
First, we can argue this based on the idea that there is, as the term implies, no victim harmed by these crimes. When people gamble of their own free will, they are not harmed by their choice any more than they might be harmed by other choices that they might make over the course of a day. In other words, they may lose money gambling, but they are not hurting themselves more than if they (for example) spent the equivalent amount of money on a vacation or on attending expensive rock concerts. If no one is hurt by the crime, it should not be a crime.
Second, we can argue this based on the idea that people should be as free as possible. This is the idea that the government should not act as a “nanny state.” If people want to hurt themselves, it should be their own choice to do so. In a country like ours that is founded on the idea of liberty, we should not be restricting people’s liberty simply because we think what they are doing is bad for them. When we do restrict liberty in this way, we are moving down the road to a situation in which the government has too much control over the things we do and the choices we make.