Yes, you are right,no gamblers bet to lose money. They do it in the hope that they will win, but sometimes they are not right and face losses. However, those losses are not negligible, they are very small, and they can affect someone's balance. But when they combine, they really make an effect as a whole. There is a famous quote, Learn from your mistakes, and you will succeed, and the losses are the cause of these mistakes. So if you can't consider your losses, how can you move forward?
Everyone wishes to win when gambling. However, to play only with an amount you can afford to lose means that even though you lose the money put at stake, it's not going to cause a major prejudice over your finances. It means money you would spend with entertainment or hobbies. When the gambler is betting an amount which impacts him at the end of the month, he is going beyond his financial limits, or in other words: playing with money he can't afford to lose at all.
If the losses are really being that harmful, the gambler will have to get aware sooner or late about it being a mistake which has to be addressed as soon as possible.