It depends your financial capacity on the effect of loan to your gambling experience. Some gamblers ask for short loan because they still waiting for their salary. In this case, they won't experience the scenario that you described because they have money to pay for it. They will just pay for additional cost on interest but nothing big changes than regular gambling using own money.
You will only be on disastrous state if you ask for loan without a way to pay it back aside from returning the money that you loan for repayment.
if the gambler has a salary that will be obtained to pay off the loan as you say, the loan made will not affect or put pressure on the gambler. it's because they'll stay calm and be able to pay off debts when they get their paycheck.
What's under pressure are gamblers who borrow for betting capital but they have no guarantee of paying it off other than luck if they win. As a result the gambler will force himself to be under pressure to win.