Because they need to control themselves and that is important for the value otherwise you are going to be poor.
if the point of gambling are about lost alot of money, not a profit or winning why we still here? it is circle of gambling , we know we will lost and cry but we still do it everyday.
but I think self-control can help you to not too much lost on gambling? because if you control your game then even if you lose you will not take risk to bet with all your money
All we need are to consider gambling as not a place to get money (because we know the fact it will ended up with losing) but consider it as a place to throw money in hope get doubled , so self control really unnecessary / useless here.