Yes! Absolutely, because it’s their IP.
Okay, let me put it this way, if a 3rd party was selling unlicensed Eve merchandise that wasn’t available through legitimate means, would you think CCP would be in the wrong for taking legal action against that party and then selling similar merchandise themselves? I certainly wouldn’t, because (and say it with me now) it’s their ■■■■■■■ intellectual property!
Hell, even if the gambling sites weren’t engaged in RMT, it would still be in CCP’s right to make them against the EULA. However, the fact that they were sabotaging the game for money makes me exceptionally glad that CCP took action. And quite frankly, I’m not sure how anyone can feel sympathy for them.