They will only realize the bad side of it when they're no longer winning and they're spending too much already.
There come a lot of realization at the end and it's true that it will be their choice that they need to do if it's gonna be worth it for them to do more or force themselves to control it.
This is normal reaction if you don’t gamble what you can afford since every lose will counts and will turn into giant disappointment once player sum all their losses.
But if you play responsibly, even if you keep losing you will not view gambling all negatively because you knew winning days will come soon since gambling is just almost balance between losing and winning if we will just have fun.