I agree with you but it is not the return of investment.
It is not that we always lose in gambling, we do, in the short run. In the long run, it is either we are getting back our money or we are just losing. Mostly we lose in the long run. In terms of return of investment, we can't always do that in day trading since we can lose there. There is a higher risk of losing in day trading since with the fast-changing market, we don't know what will happen.
From your point of view, we lose in gambling and trading both in the long term and short term. This may be true for gambling but i do not agree that day traders will be on the losing side. Also note that those who are day traders, they only do day trading with certain portion of their money and they also do regular trading which gives them steady profit also.