They would literally feel rejected since we all know that gambling has a risk factor that could destroy someone's life, and they know to themselves that gambling should be done responsibly. Still due to problems in life or issues, they thought gambling as a source of income, source of fun, distraction and etc. But of course it doesn't solve anything as gamblign worsen your life situation like being in debt. Maybe asking them or being there for them could lessen their gambling addiction which is better than risking all of your funds. But for me, going to doctor is the best, like going to therapy which could literally help the person with addiction or depression.
sometimes my mind starts to think that gambling responsibly does not rule out the possibility of avoiding addiction or even does not guarantee good self control. as I see, many gamblers say they have good self control by gambling responsibly, but one day the gambler gets emotional with greed, gambles with large amounts and loses, after that he becomes addicted and there are many stories like that. so the best way if you want to live a healthy life is just to avoid gambling, quit any gambling activities and start living a healthy life without gambling and the way you said, asking for help from a doctor to help cure gambling activities is also one of the best ways.
we must remember that gambling responsibly is just a small way to avoid addiction, but everyone has a very bad sense of self control.