It's an interesting topic, but I don't think we can see any variety of responses here - it seems obvious to me that people are under extra pressure when they play with borrowed money. Naturally, there are some not quite normal people who do not believe that they can lose, so they feel calm until the moment of failure. Playing for borrowed money is extremely bad, but in fact it is a kind of all in - if a player loses, he loses the collateral under which he took out a loan. In fact, this is not much different from the loss of a deposit.
It is very different. If the loan is uncollateralized than it will sink you into debt that is sometimes hard to get out of. I don't think anyone under any circumstance should take out a loan to gamble. It might ruin your ability to take out a loan when you really need it for something like a mortgage, car, etc. If ypu can pay it off fast than just wait until ypu have the money.
If the player did not make a collateral (although, as I understand it, these are rare cases) and lost the bet, then this is equivalent to the appearance of a loan that needs to be repaid. Also not very "unique" situation.
All of these are irrational and ultimately unprofitable, but it may be just what allows players to tickle their nerves and get a shot of adrenaline.