This is why casinos are the most profitable industry, many people are not playing to win, they all know that there is a house edge and they will eventually lose but based on the study, people are buying entertainment.
Of course people are paying for entertainment. I vast majority of the people gambling must realize the odds are stacked against them. They do it because the idea of maybe hitting it rich and having the best night ever is worth paying for. Sure, most people don't have that experience, but if you keep playing long enough eventually you'll get a decent win worth celebrating. The rush of maybe having today be the day you get the win of your life is too much for some to resist. They get addicted to chasing that rush. Like an athlete changing teams hoping to celebrate another championship.