It is my opinion that these governments are restricting online gambling until they can figure out a way to tax such services.
As to your question, I am not aware of any studies showing that online gambling is more harmful than offline gambling although many predict it.
This study from 2010 did not find any correlation between length of time playing online and scores for the DSM-IV criteria for problem gambling: Mark Griffiths, Jonathan Parke, Richard Wood and Jane Rigbye, Online Poker Gambling in University Students: Further Findings from an Online Survey International Journal of Mental Health and Addiction
Volume 8, Number 1, 82-89, DOI: 10.1007/s11469-009-9203-7
This study comprised 422 online poker players (362 males and 60 females) and investigated some of the predicting factors of online poker success and problem gambling using an online questionnaire. Results showed that length of time as a player was positively correlated with the number of days playing per year, length of poker sessions, and financial success. However, length of time playing did not correlate with either score on DSM-IV problem gambling criteria or perceived skill.
An earlier study from 2001 states
Internet gambling could be argued to be more psychologically enticing
than previous non-technological incarnations of gambling because of
anonymity, accessibility and interactivity.
There has been a lot of study put into the idea of internet addiction, which seems to be well supported. Some interesting studies are here and here as well as the Wikipedia page. This study purports that online gaming can become an addiction because of the potential for overuse.
In short it seems there is insufficient data, although internet addiction may be a significant contributing factor to online gambling being more harmful.