Korea has casinos, but only non-Koreans can visit them, which usually leads to a lot of Chinese and Japanese tourists playing baccarat.

There aren’t any laws for Koreans gambling overseas though. You might be thinking of Koreans using drugs overseas while visiting places that legalized it. That is illegal and Koreans can get hit with a drug test on arrival to Korea after visiting Amsterdam, Thailand, or any other place where they might have partaken.