Nothing wrong if you're winning. Losing on the other hand, now that is so wrong especially if the money you gambled with is a hard earned money. Better stay safe and don't gamble.
It's not wrong to gamble your hard earned money because whatever we call it it's still money that has the same value regardless on how you get it, what's very important is we gamble with discipline so we will be able to spend only what we can afford to lose.
The problem will only happen once a gambler loses control and spend outside his budget, normally it will bring stress that will affect your mood and you will not be productive anymore.