Yes true, many people don't notice it or don't want to notice it.
Realizing you have a problem is the main solution to the problem, if you have a problem and you don't want to admit it, it's hard, you can't even work on it if you think about it.
Instead, understanding helps you react and plan a way to solve it.
Realizing that you have a problem does not solve it. Take alcoholics for example, they know very well that they are alcoholics. But they are not going to quit because they like it. I think it is exactly the same with gambling addicts. If a person is already addicted and keeps losing all the money they can get their hands on, it is obviously a problem. But it does not mean that they want to stop or that they will stop even if they get the right kind of help.
Okay, I will conclude a little that it also means that someone will prefer to do everything they like even though in reality the activity can endanger themselves and their future, and yes what you said is quite true which also happens in gambling and one of the reasons why they always come back even though they are often depressed because of defeat is because of several factors.
1. Because gambling is fun for him (to fill his spare time).
2. Because of the high hopes and desires to get big wins (usually the influence of streaming shows).
3. Because of the desire to return all the losses they have ever experienced (despair phase)
But overall usually one of the reasons that I find most often is point number 3, because those who are unable to accept defeat and continue to return in the hope of being able to restore the situation.