From OP theory, it means you are going to have to train your mind to the extent that it should expect nothing back when you are gambling but that in itself is a very big deal because the mind knows that it should expect a reward when you are gambling not that it's paying to have fun.
Expecting nothing back from gambling is not gambling anymore. Its another phrase for donation. People gamble to try their luck at doubling their money and not to expect nothing. They do expect returns but they dont realize that the casino is not a charity for them. They forget the casino's house edge and that their luck is going to run out soon.
Playing for fun is a misconception at the most. Some people say they are playing for fun but they are actually using it to ease their pain of losing money - it can be tough to handle it sometimes if you are addicted.
You have a point, but at the same time, expecting too much from gambling can be jeopardizing. Take a look at it this way! You keep having the mindset that you want to win as that is the basic thing to expect anyway, and without being able to control your zeal to winning, it would really be very hard to curtail that aspect of you that would always want to go overboard.
I understand that unless we want to lie to ourselves, playing for fun could be a misconception as practically everyone who is gambling is expecting a win which is the main reason to be gambling anyway, but even while expecting a win, trying to fix your mind to the idea that it is not always about winning when it comes to gambling and in fact, the chances of losing is pretty huge as well, that would help you to place a limit.