I do not think they will listen because they do not need to be corrected what they need is to realize how wrong they are with the thought of gambling to earn as their primary source of income..
As long that kind of mindset is still imprinted to their minds they will never get to listen what everybody is trying to say, this is base on my own personal experience with dealing to a person which was my former co-worker in the same department who quit and resigned his job because he hit big in gambling and he tried to continue his living by doing more of the gambling work. We have not seen for a long time now but I heard he is now working again to a different company in which he again started at the bottom position.
You're right, usually no matter what advice we give them, they don't really listen because all they have in mind is their own. Been there done that, I just got tired of giving advice because everything I say that is for their good is just ignored so I just let it go, because they will learn better when they experience the things that we always say to them, then when it happens to them, they will only remember all the advice we gave them. That's why we help them so that they don't end up in such a situation, but it's their choice whether to listen or not, as long as we are kind to them.
It's hard when a gambler already has a misconception of what gambling really is and it's usually this misconception that makes gamblers fall into addiction unconsciously, and their mistake is always about assuming that gambling can be used as a place to earn while the facts about gambling can never support the intention and purpose of earning because the name of victory in gambling is nothing more than a “possibility” which in addition there is absolutely no certainty and any guarantee to ensure that you will be able to end the session with a win.
I think in the end it is just a matter of time, because as you said they are difficult to tell which sometimes your suggestions and input can make them feel annoyed which in turn causes problems, so it is useless if we care too much about them because they also do not care about themselves and their own safety. On the other hand it is good to tell or advise them or direct them to things that can prevent them from bad possibilities but in the end it is difficult to make them really believe in our words and suggestions, which in the end yes as I said above that maybe this is just a matter of time which over time they will also definitely feel or experience the bad effects of treating gambling in the wrong way.