There is nothing wrong in gambling, unless you used all your money up on gambling and you still play and get huge loans that you couldn't pay for, then that is when gambling is wrong
Getting a loan just to gamble is wrong and that's a very crazy reason to get a loan. Others are striving to get a loan and get approved by the bank for their homes or cars but someone that decides to get a loan just for the sake of his gambling addiction is not a healthy one.