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.
That's the thing about gambling addiction, if the person himself doesn't want anything to change or have their addiction be controlled or managed then there's nothing out there to stop them. Just like any addiction, without any outside assistance or any hindrance or intervention from your friends or family, it'll be harder to stop.
Previously, some of my friends are advising me to stop gambling as most of my funds and money are being used for online gambling and I mostly lose but I got hooked when I've won on some of my gambling session but I never stop and listen to them until I realize that I don't have any money to spend and got into loans from my friends which made me decide to stop and control my gambling leisures.