Absolutely not. First off, once you're in you're in. Hell, look at OJ....
Secondly, most of this is speculation right now. Probably at worst, he may have done some betting on other sports (non-hockey)... as well as gotten involved in something that someone in his position of power shouldn't of. Oh yeah, and been a dickhead husband letting his wife take the fall. All of that doesn't overshadow his accomplishments on the ice rink.
Thirdly, Gretzky is considered "god" in the NHL. It's going to take a hell of a lot more than this betting scandel to make people forget what he's done as a player.
The worse part of this ongoing scandle is the implication of a professional team's management in the organization and running of an illegal betting ring. The Gretzky-Janet Jones stuff is just fodder for the front pages of the NY Post.