~snip
Very likely, many gamblers will become addicted when they win on a number of early occasions. They will return to gambling because of the desire to win more than before. Normal, but if its fun, then they should be able to control their expenses. Unfortunately not many gambling addicts are able to control their emotions and they are more vulnerable to spending more money than before because of the desire to win.
You're right the desire to win even after losing so much is the problem why some gambler cant refrain themselves to stop playing already. Chasing the losses and greedy to earn are the common reasons why a gambler might lead to addiction. Its easy to say you have to gamble only to entertain yourself but if you are in actual game sometimes your emotion dictate you what to do next hence if you're a weak gambler you might end up losing your control.