gambling responsibly is a very hard thing to do. In fact, I think people underestimate the power of gambling and overestimate their own willpower. We are all only human, after all. And being human, we can only be as responsible as the universe allows us to be.
The secret to a somewhat responsible way of gambling is to develop your own discipline. This takes months even years of practice though and most people would not do it due to self-discipline being a hard thing to achieve by yourself.
If you write down your goals on paper and hold yourself to your promises, thats a start. Thats how I do it, anyway.
Probably that is one of the reasons many religions and organizations try to enforce onto people strict norms on gambling, because if someone gets into gambling without doing some previous budgets or setting rigid limits, it can be relatively easy to spiral into problems.
Regardless, I still believe that it can be easy enough to gamble responsibly. I have seen many people in my family to do so while I grew up. Nonetheless, I think there are people who are more inclined to become addicted to gambling than others.