sometime when people are in need of money and they are desperate to get it they jump into the gambling - they come either successful or unsuccessful
but they do give it a try in the time of depression - may be due to their own trouble, to make the love happy - or any medical urgency. sometime we all are become so helpless and makes mistake.
There is nothing wrong with the idea of playing gambling in times of depression as long as you'll be much smarter and only pick battles where you have the strength, knowledge and your chances in winning is somehow decent.
I'm thinking depression is a very deep phycological and emotional challenge that one will have the time and feeling to gamble. I hardly think someone in depression can instantly pick himself up and be totally in the right frame of mind to make choices and this time to gamble his way. It is a difficult and challenging time and I think it will be difficult to do all the gambling choices.