Either way, you are risking your future loans. That's not a mere promise in my eyes
Correct, but the risk of of not being able to take out any futures loans is a loss for the customer, not a gain for the bank. The bank does not receive any new assets or reserves from refusing to offer loans to customers who have previously defaulted.
A bank may in fact have real depositors who brought their hard-earned cash to the bank. Then the loans in question can be given out of these deposits or covered by them. In this case, you can't possibly say that the money for such loans was created out of nothing
Sure, but then the money in the depositors account is now no long backed up by reserves. Let's say I deposit $1000 at a bank, and then bank then loans that $1000 out to you. The next day, I decide I need to withdraw my $1000. Does the bank say "Sorry, you can't withdraw, it's out on loan"? Of course not. They give me my $1000. Now you have $1000 on loan and I have my $1000 back. Somewhere along the line, $1000 has been created out of nothing.