How the name of a place associated with gambling become associated with a computer technology?
Basically, physicists and mathematicians like to give funny names to things that are otherwise boring!
There is a gaming aspect to Monte Carlo calculations. Every simulation is based up events that happen randomly, and so the outcome of a calculation is not always absolutely predictable. This element of chance reminds one of gambling and so the originators of the Monte Carlo technique, Ulam and von Neumann, both respectable scientists, called the technique Monte Carlo to emphasize its gaming aspect.