Some people are the cause of their problem, it's not as if they are not aware of the risk of gambling, not that they don't know that they will encounter losses but they kinda have some confidence that they could be very lucky more than anyone else, they forget to realize that it doesn't work like that. From what I have seen so far, there's no addicted gambler that would say "they didn't know that gambling is a game of luck, " They know but ignorant caused them become addicted.
You are correct. No one will say that they don't know that gambling is a game of luck from the beginning unless they are just ignorant of what they see in front of them. Some, aside from using the confidence of being too lucky, rely too much on their analyzing skills, which misleads them. They believe they have found the perfect means of winning all the time; even if they lose on a few legs, they don't see it as a sign, but rather they consider it to be a mistake from their end.