People don't always lose, if they do follow the relatively simple ways of gambling the wins/loss shouldn't be more than 60 or 70 to 40 and 30, People lose on long term due to house edge, Agreed, but not always losing or else nobody would gamble, We do all-in and hence a single bet can mean a loss to a whole deposit. Also regarding the question, because gambling is addictive.
as simply as like that , because of its addictive no wonder why people keep coming back to flip the coin between getting a lot of money or lost huge amount and getting poor and poorer day by day , the only that i can see right now most people have bad experience in gambling.
it won't change the fact that you have got addicted and continue the journey to gamble on and on.