Lyric discussion by Jabs 

The song is indeed about gambling addiction, but it is more subtle then only just reffering to a poker face or Vegas, it also refers to the (lack of) emotions of the addicts. the "unsmiling faces" refer to the unseen unhappyness. The "bright plastic chains" refer to fakeness. "With no show of outward emotion" also refers to the apathy of gamble addicts. The desert also refers to a hostile place. etc. It's a great song.

What do the last two lines refer to? They seem to be some lines for contemplating something. "But a pilgrim must follow in search of a shrine As he enters inside the cathedral... "

The unsmiling faces could be the facecards themselves?

@Jabs I think the last two lines refer to the power of addiction.

"A pilgrim must follow in search of a shrine"

Must follow implies lack of choice

"As he enters inside the cathedral"

Searching for a shrine in the cathedral is a veiled reference to how some see Las Vegas (or Atlantic City, or what have you) as a gambling Mecca. The sacred place of gambling.

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