You are describing what is compulsive behavior. Problem gamblers don't just lose money and think it's okay what they are doing, they know it's wrong, they know they have to stop gambling, they know they shouldn't take a loan to keep gambling, etc. but the addiction gets the better of them and leads them to keep gambling while they are in a kind of trance even though they know the consequences.
In fact, it is difficult to determine the degree to which a gambler understands his problems. Maybe at the psychologist's appointment he says that he understood everything already in the process of the game but could not stop, but in fact when he played he believed in winning. I think if you study the gambler before the game, during the game and after the game, we will get different results.