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There aren’t any laws for Koreans gambling overseas though

Nope. 속인주의 (nationality principle) is a thing here. Any criminal things you do outside the country is to be punished if you are Korean.

There are a lot of celebrities who fucked up their career because of that. The government is not that nonsensical though so you won't get (realistically) punished over few hundred dollars but if you go over that, not only you will get punished for gambling, but you'll also get punished for Foreign Exchange Transactions Act violation, since you are not likely to have brought that much of a money outside the country legally.

Tldr; It's illegal. South Korean law will follow you wherever you go if you are Korean.