Regulated in many places. Some Energy drinks are frequently banned from sale to minors. Nutrition labeling is required. Taxed at different rates than other foods in some places.
> * Participating in dangerous sports (Football, Boxing, etc)
Professional boxing matches are heavily regulated. Doctors have to be onsite for most bouts. Helmets are extensively tested, and there are rules at all levels about safe and unsafe hits.
> * All forms of gambling
Deeply regulated, down to what games can be played, who can work in a Casino, how they can advertise, what happens if there is a dispute. Etc.
> * Alcohol, cigarettes
Again, deeply regulated. Age restricted. Courts can monitor your alcohol intake if you get in trouble. You have to have a license to serve alcohol in some jurisdictions. Manufacturing alcohol has a licensing process that takes years in most places. You can be held liable for what happens if you overserve someone. Cigarettes can't really be advertised in the US anymore. In Canada, the actual nicotine product is not allowed to be displayed at retail outlets.
> * Pornography
Extensive recordkeeping requirements. Hardly ever advertised. Age and ID restrictions.
You basically listed some of the most restricted and regulated products. Many of them are required to com with warnings about the dangers of using them, and can't be advertised to general audiences.
You won't see former sports stars taking a puff on a nice smooth Lucky Strike and telling you all about the tobacco curing process at half-time on the broadcast. But you will certainly see that same sport star breaking down the odds, and the bonuses that new customers get on that show.