Here is my 2¢ on this situation:
Western Union says that their service is not to be used to fund ILLEGAL gambling. If the bigwigs in Washington are just now trying to pass a bill to make internet gambling illegal (
http://www.casinomeister.com/news/may2006.html#big), then that means that internet gambling is currently NOT ILLEGAL. Therefore, you have used Western Union to fund LEGAL gambling, and they have no right investigating a legal activity.