If you want to gamble, see it more like you are paying the casino or gambling platform to have some fun (just like you do to go watch some movies in cinema), which if you are paying for anything, you are not meant to expect it back.
If every gambler thinks this way, no one will go home with a sad face thinking that they we're robbed by the gambling site. Problem with other gambler is they made gambling their way of life, they make a living out from it, daily they go to casinos or visit gambling sites thinking they can beat the system and get profits.