Turns out Connie's gambling wasn’t that much of a secret.
When we hear about Meemaw's gambling den, we associate this storyline with seasons 5 and 6, since it was largely discussed there. But as it turns out, the news of Connie's dark business was first introduced in season 1 episode 5, albeit in a sneaky way.
The biggest reveal in Young Sheldon finale was Connie's gambling room existence. She was forced by moral obligations to open up about the place as the hurricane hit the city. So every laundromat customer got shelter in her secret gambling room. Pastor Jeff was actually the latest person to find out about it.
But that was the second time when the room became a central plot detail. In season 5 Connie just opened it and that even got Georgie involved. Which of course got Mary mad when he found out. Well, what to say that even Dale wasn’t so happy about his girlfriend’s dark schemes.
Around some time in season 5, Sheldon began giving George's high school team statistic-based tips on how to strategically win football games. And Connie wanted his help in figuring out who to bet on to win other football games.
The episode subtly introduced a character who definitely looked like a loan shark. Turned out he followed Connie to ask her to return his money. And while the whole story was not deep enough, it did highlight that Connie is no stranger to the gambling business.
So when she found out in season 5 that Medford's local illegal gambling den was closing, she finally had a chance to earn some money on her lifelong habit by buying it out and actually starting to profit from it.
And as it turns out, she was right (in a way) to do so. In the end, her secret, illegal business weirdly helped save a lot of lives.