We still gamble because it's the dope of gambling that drives us away everytime we lose, the dope that asks our conscience to try again and get back our loss and that's where we commit another mistake while hearing to it.
I want to argue from a different perspective that everyone has a nervous impulse about want and curiosity, the basic nerve of desire will make the gambler become addicted, and other nerves tend to make people curious for deeper analysis and mastering technique as a whole. If gambler can control 2 of these nerves, gambling risk will be lower.