Once engaged in this game of luck, players will gradually lose control and become addicted to gambling. After each loss, they will have the mentality that they have just had bad luck, will definitely be more careful and luckier next time, will win, and so gradually get caught up in this never-ending game. Because once lost, players often tend to continue playing more games to get back the money they lost but continue to lose a large amount of money. At first, it's just a habit. It will gradually become a reflex, This will then create an intense feeling of being dependent on a substance. They will not be able to escape.
But it is not always like that, meaning that not every gambler will end up with addiction because there are always gamblers who come just for entertainment and fun provided that they have the right understanding and point of view on gambling itself, and it seems that what you are saying is that gamblers always overdo it or do not have any understanding so that over time they enter the addiction phase slowly.
You should not forget that there will always be other possibilities, meaning that not everyone who has lost the next time they will be more careful, because there are always those who are even more aggressive in gambling because they cannot accept the defeat in the previous time which finally then they act aggressively to catch up with the defeat in the previous time or want to break even. I think only the right awareness and understanding of gambling can make them stay okay and be more careful when they have experienced bad things. On the other hand, it's true that the more they gamble, the more they become dependent on this activity and if they don't engage in it, they feel like something is missing, they are stuck in the wrong mindset.
A gambler who gets engaged in gambling and feels insecure or incomplete when he's not able to gamble can be diagnosed as an addicted gambler, and he may no longer regret his gambling mistakes. That's why he'll gamble more and focus on the big win. The thrill doesn't stop, he only needs to make money for gambling's sake. This state of gambling is not recommended for newbie gamblers as they'll always find it hard to change. Most times the experienced gamblers who find themselves wallowing in problem gambling, sometimes find a way of curing their addiction. But the new gamblers don't have such privilege because they lack the experience and wouldn't be able to trace their way out. Hence, they'll only face the trouble, by trying to gain their money back. The process gets to a stage where the gambler's actions become reflexes, as N00ber said. At this level, the player can't help himself.
Take for instance, Nara, if a person does something continuously, they'll get used to doing it, but the difference between other actions and gambling is the reaction it erupts in the brain. Our brain is sensitive to every instruction we send for it to process. Sometimes the brain begins to function in a way that seems automatic in some cases. Due to the wrong impulses that have piled up in the brain and made some changes to it, that needs to be corrected. Mental disorder, as the name implies, is just a disorder. Not that the person won't be fine again or can't stop gambling or chasing losses. He only needs the part of his brain that's affected to be cured by a therapist. Which can also lead to a more serious situation for the gambler. It takes a long for a player to be healed of mental illness caused by reckless gambling. As he'd not feel comfortable letting himself accept the feeling of staying without gambling. His brain now tells him that it's impossible, just like we can't do without water or air.