If we are playing responsibly, we should not. There are risks in gambling. This is the kind of entertainment that offers benefits when played responsibly, which is why authorities advise us to play responsibly so we can reap the benefits.
However, suppose we have a different motivation for gambling, such as playing to make money or using it as a source of income. In that case, it will eventually affect our lives significantly, so choose the safest option, and that is to play responsibly. You are then good to go.