I think it's kind of an over-reaction on the director's part in terms of the gift of a lottery ticket. Ironic, too, considering that all of the state lotteries (as far as I'm aware) help support public education in their respective states. (!) (Although I don't know if that funding extends to the post-secondary level, but still - education!)
The alcohol is a little bit of a different issue, I think. I attended a public university back when they had a pub that served beer on campus. But at the same time, I heard talk of all state campuses going alcohol-free because (at least at my school) binge drinking was a real problem. I know my university system eventually went totally tobacco-free and I think (but can't confirm) they went alcohol-free as well, AND there was talk of trying to ensure that all Greek houses would be alcohol-free, too.
So, even if state employees had no rules pertaining to drinking, I don't know if there are any university-employee rules or general university rules about alcohol on campus? If so, then I can understand the freak-out about the alcohol.
But from what it sounds like, I think the director may just have personal/moral issues with lottery/alcohol. Unless there are some rules the OP didn't mention (which I doubt, just saying for the sake of argument), then I think the director was totally out of line, and in terms of etiquette? Commenting in the negative about any presents traded sounds like a massive etiquette breach (but that is just my uninformed opinion).
To me, it sounds like the director was just moralizing and doing exactly what the OP thinks she was doing, which I think is wrong on a whole bunch of different levels.