Of course, it will be dangerous when one get addicted to gambling but addiction can only occur when a gambler don't have a limitation to their gambling habit. In reference to what the OP said; whenever I lose and feel the urge to play again, I caution myself immediately cause that urge might lead me to loss when I pay attention to that urge and play that instant. So the main secret of not getting addicted is to limit your gambling urges.
Only few gamblers that are following their sense of urge that there's a need to stop if they are in this type of situation. A gambler that will use his funds that is allocated mainly to something valuable is totally out of his mind. He do need some medication mentally and needs a psychiatrist to counsel his/her addiction is pushing him far away from himself.
Such people had never listened to any of their well-wisher. Once things were fine for them, some idiot advised them to join gambling. And they just became the victim of that greed for money and invited in gambling. Now they are just weeping and crying for that moment and regretting their lives over that. So try to understand, we have to be going far away from such games.
This is about addiction and this ain't normal and it's a type of disease so suggesting them some medication would be the best resort for them. We all know that they will just weep when they fell off their opposite expectation for gambling their last money. We have our own type of addiction and these fellows are doing it the wrong way, there's nothing wrong if you'll gamble with your funds but please don't use the last money that you've got which is allocated for something more important.