It can be hard to relax when the consequences of entertainment are losses.

On the contrary, at such moments tension arises, not relaxation.
That is why you don't have to spend too much money or too long to playing gambling. However, they must set their limit when playing gambling so they will not trying to win more money and will know when they must stop playing gambling. So far, people still trying to chase the win because they want to achieves anything in gambling. If they can enjoy playing gambling and still use limitation, they will not breaks their limit.
They knows that achieving anything from gambling will be difficult. They only use gambling for relaxation and not for other things so they know that gambling is not for making money. That is what we also need to do because gambling itself is not a place to make money but only for having fun.
Doesn't it sound too doomed? Many gamblers still hope to improve their financial situation thanks to gambling.
Yes, that is right but they must know that gambling is not a way for improve their financial situation so they don't have to try hard to playing gambling until they wins. They should realizes that gambling is for have fun and know that gambling is not that place. They can not hope that they can always win from gambling so they can achieve what they want because that will doomed their day. That is why they can only treat gambling for a way to have fun and not achieve their goal when playing gambling.