Believing they can stop gambling whenever they want is just a lie they tell to themselves to avoid thinking about the consequences of this not being true, have you noticed that the majority of those that say that never make a real attempt to stop and see if their words hold true? They know very well they are lying, but a lie is more comforting than the bitter truth, however no matter how much they try to avoid it, at some point they will need to make an effort to stop gambling and that is when they will realize how difficult it is for them to do it.
Gamblers who have become more frequent in gambling will not want to stop their gambling activities at any time. They still love their gambling games and will not think about what consequences will happen to them. Maybe they will continue to lie to other people that they can stop gambling.
But maybe some gamblers can realize where their mistakes are when playing gambling. They want to correct their mistakes by reducing their gambling activities or even stopping their gambling activities. And they will completely stop their gambling activities when they don't see any benefits they can get from gambling.
They will probably do many things to stop gambling. But it's different from those who have told lies. They will continue gambling, perhaps even until they run out of all their money.