Well, it's much easier to fault the betting agent as, should henot have allowed the customer some credit facilities, then there would have been no reason or need for any catastrophe.
Still, this guy in question (customer) is a supposedly regular. Someone known to the agent to be credit worthy and probably might have tried something similar in the past and sorted it out. Maybe this time was a chance to learn some hard lesson.
I would blame the gambler for reasons not to have gambled responsibly. That's why gambling is reserved for sensible adults. Those who can say 'No to themselves' and stand by it. Clearly your staff isn't that person and let's greed get the best of him.
He should pay up what he owes, he incurred the debt and is liable to pay.
Of course, if you take a loan or if you owe someone money then you have to pay but I don't think its ok to demand payment if the player cannot afford to pay the amount, he will only pay based on what is excess on his salary and the casino agent will have to wait for that, here in our country debt will not put you in jail, the worker can only give a promissory note and his payment is on his ability to pay, that's lesson learned for the agent that he should pick who will give a loan.
If I were his manager I will fire him for lack of good judgment.