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.
In a situation whereby a gambler is addicted to gambling or becomes a gambling addict their is actually a problem just as you said, and a big one for that matter. Because even if a gambling addict is loosing money in gambling, it won't be a problem to them no matter their financial status. Even if they are facing some financial crisis, they must find a way to gamble, even if they have to borrow money to do so. This is more than enough to know how destructive being a gambling addict is.
Borrowing money to gamble even when you are loosing can bring a huge problem to the gambler and it may lead to family conflicts or crisis. Because if the creditor comes to ask the gambler addict (debtor) about the money he has borrowed, and he refuses to pay back his debts, the creditors may choose to take decision that may affect also the family. If a gambler is addict to gambling it may lead to tarnishing his image and people may likely see him as an irresponsible person.