I propose to answer the main question of the topic through needs. As far as I know, the lower levels of Maslow's pyramid include desires for food, home, and security. And rich people have all of these. But what does each person want when they have everything?
I think everyone wants to feel special. This is entirely possible. And then the answer will be this: a gambler with endless money can play precisely because he wants to see that luck loves him. This is the only reason I see in the goals of a person who gambles, having an endless supply of money.