You're right, they are very similar. I draw the line because a gambling compulsion/addiction is a dangers habit itself. the casual gambler doesn't gamble when their down, or typically make longshot bets they cannot afford, while the gambling addict does.
gambling addiction is recognized in the DSM-IV, where I don't believe MMO-style gaming is. so there's the "official difference". Could MMO addiction be added after more testing, its likely, but I haven't read a single well done study on the subject, they're typically very amateurish and bias.
Personally I draw the lines between what I consider Real/serious addictions, and minor ones by where the harm to oneself is done. If the activity itself causes damage to a person (drugs, alcohol, overeating, gambling) I would classify it as serious. If the damage is harmed because one is addicted, and the activity itself is relatively harmless (MMOs, TV, I really can't think of many examples) I would consider it something else.