Yes they are liable for tax.It makes no difference how you increase your crypto value, either through gambling or just an increase in coin price.
If the crypto casinos were regulated and paid uk tax, then you probably wouldnt have to, but they dont.
Unless i had a very large win,i wouldn’t bother sending it back to the exchange and withdrawing it. I just keep mine in a defi wallet and buy giftcards for everyday expenses.