Many times its just desperate helplessness since they lost a lot, they want to win it back. Both the cases are suicidal because greed kills everyone and chasing losses only leads to more losses.
Addiction can be stopped, but most people stop it just after their life had been changed or so. For example, a homeless man likely won't ever gamble again after he lost all his money in casinos. There are moments in life because of which your way of thinking about anything can be totally changed.
True, most people will stop gamble when they had nothing to gamble again. Only few people that able to stop it with a good reason. The worse part of gambling addiction is when someone go broke because of gambling but cant stop his habit. These kind of people tend to commit a crime like stealing, robbing etc to fullfill his gambling activities.
I hope we will not learn the hard way, if we feel gambling is already robbing us because what is left is only addiction that we cannot enjoy anymore, we have to take immediate action. Don't be dumb, men are not that, do not believe that we have to fight in the end because it's gambling we'll lose in the long run.