Living in the wonderland is pointless. We must confront reality. No strategy is proven and so it is very unwise for a gambler to go into borrowing simply because he has been lucky to win. Such a gambler will definitely lose and regret even conceiving such thought of going to borrow.
You are correct their is no perfect strategy that guarantee winning, no matter how good the person is with predicting game it does not guarantee 100% success so their is no point in borrowing money to gamble in such condition because at the end of the day the person will lose the money to gambling which is what the over confidence will cause, borrowing to gamble is not worth it.
I think borrowing per se is not main issue assuming that the person has the capability to pay. The interest rate of the loan is the main issue why gambler shouldn’t consider loaning just to gamble because of an immediate loss the moment he borrowed money.
Gambling has a house edge while combining it with the growing interest rate makes gambling experience in disadvantage.
So it’s better to play using your free money because you will not have any obligation to pay an interest or owe anyone when you loss.