> Should it also be their decision that they can gamble? Smoke cigarettes? Get a job? Have sex?

Not on the first 2 because they're illegal for minors. Yes on the last 2. A parent can e.g. forbid their minor from being employed if it's hindering their studies. They also have a say on their romantic partner and how they interact. If rules are not followed, they can e.g. be grounded.