When it becomes difficult for someone is addicted to gambling to quit. I think its not just about quitting gambling he has to do, if he as any other thing he is addicted to he should first quit on those ones because quitting those ones might make him lose interest automatically in gambling.
The fact is most times it's difficult for them to recognise that they are addicted to such things. From their own perspective it's just the normal way or their lifestyle. Fact is a drop of water forms a mighty ocean and at such, someone who is already addicted to things like smoking, drinking, and a rough lifestyle, isn't just starting his addiction but gambling addiction might just be more fuel to his fire. For them to quech this,they might have to give up all other reckless lifestyle and start from the scratch, which we know very well might be difficult for them.
Such kind of people need help but they don't admit it and the fact that some of them are purposely doing it is what surprises me, they already know that what they are doing is very wrong but they keep it a secret so that some people will not know how bad their lifestyle has become. Although, like you said, you are right that some of them find it difficult to notice that they are addicted but I still finds it suppressing that someone will see that they are drawing in a particular bad lifestyle but yet wouldn't know that they have problems.