Yes, in the respect that it can ruin you much quicker.

Reading around the subject in lots of different places seems to indicate that gambling and smoking addictions can be cured with the correct treatment/support and use of willpower.

Alcohol dependence, also called alcoholism, is a chronic and potentially fatal disease in which a person is addicted to alcohol. It cannot be cured, but it can be successfully controlled (www.ehealthmd.com/library/alcohol-help/alcohol-whatis.html)

Are'nt they all bad for you in different ways?
Drinking kills your liver smoking your lungs there phycial dangers they are real.
Gamberling is no less as serious but it can ruin you in a finacial way your health is stable at least.
So i'd have to say no drinking and smoking are worse for you than gambling.

All additions are equally pernicious. Any one will steal your life. Sadly addictive personalities may substitute another if "cured" of the first.