Many gamblers lack risks in everyday life so they consciously increase risks in gambling. After all, such behavior carries not only risks but also increases the possible winnings. Naturally, overestimated risks very often lead to large losses resulting in feelings of guilt, depression, etc. This is not only subject to obsessive or gambling addicted players, because overestimate the risks can any gambler who lost control during the gambling session.
And it shouldn't be that way, of course. We should all strive to never lose ourselves during what is supposed to bring us joy and entertainment, rather than what you described.
I think the cause or trigger that causes the problem is always me because a gambler who from the beginning is wrong in responding to gambling, most of them do not know about the concept of gambling actually, "chance of winning" is always their main focus so that awareness of risk is ignored. As you said that the activity should bring joy, but what happens as we see that not a few or even the majority of gamblers actually experience significant tension and anxiety because what they expect is victory, meaning that pleasure or joy is likely to only be felt if from the start the gamblers are aware of the dangers of the risks that lurk and also when the gamblers realize that defeat is a natural part of the game.