Even if quitting is difficult, they should still try. It would be better for them than taking a big risk that they couldn't take. Both of them have made a mistake and had a problem, which should be resolved amicably. Between the person who borrowed and the person who lent the money, they can discuss how the borrower can return the money. And the lender should be able to provide enough time for the borrower to return the money. The person who borrowed it could return the money by returning it little by little.
Not everyone who gambled with the loan is losing, but many are also benefiting a lot. For those who are profiting, they don't have to use any of their own money, but only keep the profit in their own pocket by gambling. But on the other hand those who gamble with loans and lose are in deep danger. Gambling is very addictive and because of it is a lot of fun everyone gets addicted to it very quickly. Because of this, one thing everyone should keep in mind is whether he can control himself from gambling
They are lucky but they should pay their loans immediately and then try to fix their selves this time, so that they won't lose all the money that they currently have and they won't end up taking another loan because they may not get lucky next time. The good thing about winning is like you said it allows us to play for free but gambling can literally be played for free though the level of happiness that we might get are reduced by some percent.
There might be other things which have a similar effect with gambling. If we know that we have a hard time controlling our selves on them then much better to not engage in gambling at all. As they say, prevention is better than cure.