Gambling is supposed to give fun or entertainment, sometimes we lose control and we lose money, but if we have regretted it and we promise that we mature by learning from our experience, I think we can still enjoy gambling and it's not necessary to remove that in our life.
Remember, nothing bad will happen if we do "responsible gambling".
The only moment gambling would be entertaining is where if they gamble not having any financial problem, where they don't care about losing their money because they have plenty of it, but if people are playing it because they wanted to earn money, there's no entertainment on that, trust me, because you'll take it seriously or else you'll never earn money.
That's the reason why people are mad, disappointed, frustrated, because they didn't get what they are after, therefore some of them experience depression and other mental illness which leads sometimes on hurting themselves because of what happened, and that shouldn't be normalize still saying that gambling is just for fun.
I beg to disagree with your opinion as gambling can be entertaining when done correctly or responsibly. You don't need to gamble with a huge amount of money so you won't be able to go broke or lose decent amount of money. Also, when gambling with small value, you can enjoy and have fun by watching how money grow while playing it.
Maybe you're referring to irresponsible gambler and a gambling addict which can cause to issues you've pointed such as going broke, mad, disappointed and even be depressed. Remember that you should only gamble with the amount you are able to lose as when gambling your funds can go away as easily as one click.