I think the problem is that gambling is mostly overrated and over hyped, which makes a lot people have high hopes and expectations from gambling whenever they are gambling. Yes you are right, how one choose to approach gambling matters a lot and plays a very vital role on how they cope with it. The same gambling that's a big problem to others can also be a source of excitement and recreation to another, it all depends on the gambler's approach and expectations.
I think gambling without expecting to win is quite wise, because every win is always acceptable to all gamblers. But if you see gamblers who are able to accept losses more wisely, they are gamblers who have a different approach and assessment of gambling. Because not all gamblers can accept losses, especially those who expect to win every time they gamble.