In the US for example if you happen to bring gambling funds to some other country from us citizens you will be arrested in very creative ways while not even getting close to the US.
At the end of the day all law is what the government wants to do and can get away with. When it comes to not actual citizens of the country they tend to get away with a whole lot more. Or another more simple way to put it, "You can beat the wrap, but you can't beat the ride".