It's just another phenomenon that gamblers often assumes that they have some control over the outcome of their bets especially if they have been doing it for a while even though every time is just purely random there's no skill involved. Take dice for an example we might assume that we can control and influence the result of it by throwing softer or harder or in anyway that our brain recognize a pattern and keep tells us it's a way to win the game. So let's discuss about it.
Illusion for me in this regards has more to do with players expectations, I can remember making those commands in dice game and most times it works perfectly well as assumed or expected, and this assumption or expectations is what shows how much of our interest in the game, surely there is no skill in that the reason why it doesn't work all the times irrespective of how much we attempt to control or maintain pattern we are comfortable with to achieve the desired result, trust me there is nothing of such as a gambler assuming to have a control over the outcomes of their games it works with luck.
Well, I think what you said is true that the illusion in gambling is influenced by the expectations of a gambler, or what is meant by the expectations that gamblers have greatly influence the various actions and thoughts of a gambler so as to create an illusion that for example does not make sense, on the other hand, yes, it is good if for example you manage to win in a dice game by relying on the illusion you have, but maybe I would also say that it happens because luck comes at the right time for you. So basically, as you believe, luck is still an important factor in winning, simply put, luck is what will determine whether you will win or lose regardless of how you gamble.