I don't understand why they always keep on saying that. Wherein their main goal before they even start gambling, deep inside them what they want is to win or to make money. It is just gamblers might be convincing themselves that they gamble only for entertainment once they lose in their gambling.
It's a consolation, we want to win money but when we lose our hope of winning and money we just have to console ourselves that at least we have some fun, it's a disguise and alibi to keep on playing and betting, you justify your gambling activity and your losses, I'm using this alibi I'm sure many of us do.