Why do transaction/blockchain based gambling sites use such complicated methods for proving fairness?
Obviously many gambling websites cheat. Most of them are not transparent.

An important thing is that most gambling websites that use a government-backed currency are subject to gambling laws in the country of that government.

Bitcoin isn't. Bitcoin is currently not subject to any gambling law and so it would be easier for gambling site owners to be unfair. For this reason, it can be very important for a Bitcoin business to be transparent if they want to gain traction in the masses.

Another reason, Bitcoin offers a unique way to prove fairness of such applications from within it's own workings. Why wouldn't you use it if you plan to offer a fair service after all??