You are right, in a general sense, a gambler should know that gambling is not a scam because the reality of it is that losses are usually more, compare to the winning streak that a gambler can get. For example, sometimes when am playing some casino games, i could be winning and feeling happy but just a matter of time, the casino will make me to loss all the money I have won and at that point, most of the time, I would just say, "mehn...this guys are thieves." It's just a verbal statement but I don't mean it, because I already know how things works.
In Indonesia, there is a former Thai casino dealer and owner who has quit. He explained that the casino is designed to always profit. Gamblers can profit if the casino gives someone the opportunity to win or become a bookie. In addition, online gambling and online fraud practices often have the same network. Sometimes someone does not realize that he has downloaded and accidentally gambles.