I think gambling is fun only if you gamble with the amount which you afford to lose, so no problem this way even if you lose. Otherwise it can't be funny in my opinion.
Yes, just gamble and just use money that you can afford to lose, dont rely on gambling that you can gain profit here. Put in your mind that this is just for fun and nothing more.
Yes we can do other things without losing money just to have fun, but gambling is also one reason why many people making fun with this kind of activities. And I think it is also because of the excitement that they felt when betting. And even if they lose money, that will be okay as long as they have limitations to themselves.