Not knowing when your next win could happen is what makes gambling intriguing. That's where the randomness applies, otherwise people would have dive in with all they have when they know it's time for them to have that win. Like in the OP's analogy of the monkey for example, even those monkeys that were in luck of having streaks of winnings never knew they would be in luck to enjoy such because basically their wins can't be just attributed to their strategies.
Knowing this is knowing peace. The reason I said so, if you have a proper knowledge on the fact that winning could come at any time at it's own pace, that's should make a gambler not to chase win desperately, but yeah we tend to see some gambler still go toward the wrong path even though they're well aware of the danger. Let just say some gambler have already embraced the fact that they could loss everything even before the start of the game, yet they act as though they were prepared of the dangers after they must have exhausted all they had.