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.
For those who have no alternative way to repay the loan except winning on gambling those interest rates are not a fact as they won't be able to repay the loan if they lose and if win the interest rate doesn't fact as the borrower will repay from the winning. And that's why no users who have self-control do not want to take any loan whatever the interest rate is.
This is the common mistake most gamblers always make, borrowing money without any other means of paying back the loan. What if the outcome did not work as he/she expected, how will he/she manage to pay back the loan? Well is obvious that this always happen as a result of being addicted into gambling. Because a responsible gambler will not think of taken a loan, even if he do, at least he will make sure that he has other means in which he can use to pay back the loan.