While in their home country they are legal to enjoy those activities they are prohibited from it in the United States.
A source told The Sun newspaper: ''The boys were hoping to go wild in Vegas by boozing and gambling into the early hours.
''But security at every casino in town knew who the lads were and threw them out because the legal drinking and gambling age in the US is 21.''
They were also disappointed their accommodation wasn't the location one of their favourite movies was filmed in, instead the motion picture took place in Los Angeles.
The insider added: ''Finding out the hotel suite they had ordered wasn't the one in 'The Hangover' was also pretty annoying.''
Their management stumped up £16,000 to give them a night at Nevada's Palms Hotel in a two-floor suite with its own hot-tub, pool table and basketball court half-court.
They took a break to the holiday destination in between performances in California.
The group finish their American tour in Florida on July 1 before heading back to the UK where they will perform at Key 103 Live 2012 at Manchester's MEN Arena on Sunday, July 22.