There are pro gamblers out there who make a living out of gambling in more ways than one. So many pros have been earning more on their fame than in their winnings on gambling, because being a pro only takes experience and ample game knowledge to put you at a little advantage over other players.
Pro-gamblers, in their long career of being a gambler, already saved some funds that only intended for gambling purposes. That's why in case of losses, they have backup funds so the journey will go on.
I'm sure that other pro-gamblers too already made an investment outside gambling so they already secured and can able to support their gambling career.
But that was because of their skills that built up throughout the years. It's a difficult road that they manage to breach so they end up turning their fun activity into a profitable one.