They are just bad losers, I am pretty sure you have met a lot of them not only in gambling but in life, they are the ones that cannot tolerate things not going their way and they even get mad when losing an insignificant board game or another non-transcendent activity.
So when they lose a lot of money when they gamble, they cannot help but to think that somehow they were cheated and create elaborate conspiracy theories about why this happened to them.
Indeed, in my life I have met such people who simply raged and cursed dirty and loudly and even began to smash everything around when they lost even in some completely frivolous game.
I concluded for myself that such a character, one might say explosive character, is characteristic of people with a schizophrenic mindset. Not obvious schizophrenics, but people prone to the fact that they think that everyone offends them and is looking for conspiracy theories everywhere. Of course, they are what is called a little strange people, but they cannot be called crazy either. But I have met very few such people in my life.
Nevertheless, they exist, and apparently it is these people who are capable of conducting all sorts of lengthy and more thorough investigations of abuses, for example, in gambling in a casino. But in reality, it is precisely such abuses, as they thought up for themselves, that simply do not exist in life.