The addiction with some people gambling still baffles people with strong minds, including me, but I never blame them since we are not made the same way unless we deceive ourselves. Yet, they should not be celebrating their weakness, they should rather discover themselves and know their strengths and weaknesses so as to help themselves in dealing with personal and mental situations.
It's called self-control/willpower and it varies as you said from person to person. Personally, I have great self-control which I am proud of though past mistakes helped me improve my self-control to a great extent.
The gamblers who learn from their mistakes and improve usually turn out to be the ones beating the house in the long-term.