Developing new strategies and testing them is part of the fun, but don't get too serious about that. In the luck based games all strategies are the same in the long run regarding to outcome. And in sports betting and poker they are almost the same, because luck is a huge factor still. And I disagree that you can't learn something when playing for fun. Knowledge comes with practice, so if there's anything to learn, you can learn it even while playing for fun only.
Of course, everything must be part of the fun. In purely luck-based games such as dice, lottery, roulette, heads or tails, and so on strategies are mostly for fun and not for winning because everybody knows there are no strategies that would actually beat the house in the long run.
In other games, however, luck may be a huge factor but not the primary factor. In fact, fun may also be a great factor but the players are playing to compete and win and not just have fun regardless of winning or losing. That applies to poker. Professional poker gamblers are even giving priority to winning the game rather than winning the prize.