You have a point, It's quite difficult to give them an advice about setting a budget if we are aware that the gambler is having an addiction, possible they can't control their spending habit as well as their self. They need an assistance and support from the medical experts as well as from their family who really cares about them. though it is a situational issues, It's better to at least giving a try to set a budget also seeking medical help so that gamblers can make a better decision for theirself.
Giving advice to gambling addicts will only be in vain because for gambling addicts only their plans are the most appropriate and whatever happens the best advice is only from something that comes out of their own mind so it would be in vain to give budget advice or whatever.
If it's about curing addiction, you don't need to go directly to the doctor and ask for help from medical experts to cure addiction, but it would be better if it all started from yourself to recover from your addiction and the right way is to just instill a strong stance to reduce your gambling budget. But still, it all depends on your own convictions and desires without any coercion from other people.