I think the biggest problem in gambling is the effort to chase their losses and placing more bet in hope that a win will cover their previous loss and this only keeps increasing the loss.I have myself faced this,previous losses always comes in my mind and in effort to cover that loss i loose even more.
This is called greed and i think almost all of the gamblers have this problem, this ultimately makes house a winner on end. Even with low house edge most of the casino are making huge profit due to greed of gamblers which force them to increase bet size on every loss which will lead to losing all they have.