Why not? Gambling is only for fun and not to make money. If people gamble with the money they can afford and lose, they shouldn't feel sad because they already know that's the risk of gambling.
Concluding it that way might lead to just gambling for fun and losing is normal. Personally I find it not challenging at all, I want to take a risk for higher reward, so if I gamble that means I trust my skills to generate profit for me. Gambling is for entetainment to some but what will you do if you have skills, mind you, gambling is divided into skilled based and luck based, you're talking about luck based? or just generalize gambling that it's purely based on luck?
Gambling games are created to have fun and not to make money. But people then assume they can make money, especially in gambling games that require skill. If you trust your skills more, that's okay, but you shouldn't get too involved in gambling.
If you have skills, you should still treat gambling as entertainment, no matter how good your skills are. You must remember that you are not the only one with good skills. There are more people out there who have better skills. If that's the case, will you still try to pursue victory?
For me, gambling has something to do with luck. I'm not saying it was pure luck but there is a connection. Even if you have good skills, but you are not lucky, can you win against other people who have better skills than you?