Once called entertainment means after finishing the game we will be very happy and relieve stress. But if someone says they gamble for fun but they don't feel happy when they lose then I don't think they gamble for fun. They gamble to make money but they don't want to admit it and the reason they gamble for fun is just to hide their money making behavior.
I used to think that gambling was just for fun sometimes but then I realized that when I gamble, I don't want to lose, I just want to win and the times I lose I don't feel happy. So I think no one gambles for fun, the main purpose is still to make money.
What about situation when you go to amusement park go to a scary ride and feel sick after it? Will you also call it not fun or not entertainment park, because you felt sick? There are also lots of gambling machines (like claw game, throwing balls into cans), where you spend money, but often fail to get a prize. Not everyone wins a plushie toy, yet it is fun to play. Should such parks be renamed into money losing parks then?