Any gambler that believes he or she will win one day, means that the gambler is deceiving him or herself, because winning through gambling is by luck and telling yourself you will win the next round will only turn you into an addicted gambler instead of making you to be a responsible gambler. However, those who actually think that gambling is a scam are those that have planned to gamble and win huge money, but since they haven't gained what they have always wanted through gambling, they start thinking the other way round (that gamble is a pure scam, which it is not).
Gambling is a scam with its advertisements saying it is easy to get a big win, and besides that, many people believe in this even though they will not easily give big wins to every player, but even so, there must be people who manage to get big wins, it's just that very rarely anyone gets it. Besides, it's true what you said, they deceive themselves by thinking that they can get their wins easily and this makes them tend to become addicted.
The goal of most people who gamble is to aim for their victory and for those who strongly consider this, they will consider gambling a scam, even though in my opinion, defeat is a natural thing because this is a business that is developed, they need to change their views on gambling but if it's wrong from the start, it's also difficult.