I think he gambled against his team. You the floor general of your squad basically and you 1) don't take a shot for the first 18 minutes along w/ 2) give a 2-11 performance......?
Harden is currently worth $80 million dollars with a $15 million a year salary and he just signed a $200 million dollar Adidas deal last year. He's gonna fuck that up by betting?
Plus the Spurs were +220 for game 6, they weren't heavy underdogs. Even if he made a bet that the Rockets wouldn't cover the spread, they were only 6 point favorites, that's still really close odds. Risking hundreds of millions of dollars for a reward that wouldn't be substantial, he would have to be the dumbest person ever.
What kind of bet would he even make? I doubt he could have millions floating on a bet with nobody noticing.