Thats a damn good question. I have a SMSF maybe I could buy some as an Investment 
Sure, provided you can demonstrate it meets your funds investment strategy and you lock it away unplayed! Soon as you play a game you've breached the rules and suddenly your fund is no longer getting all those tax breaks if someone was to discover your transgression.
Boy, lawyers sure do know how to spoil your dreams, don't they?
:)
