Gambling can relief you of stress and anxiety when it's done moderately, when you gamble carelessly it can be a a source of stress and anxiety that's why it's a double edged sword. Like you said, gambling can be fun when you are in Control of your activities. Staying in control requires discipline because not everyone is capable of controlling theirself from losing control especially when losses starts coming in
Not in every case that gambling can relive you of stress and anxiety, it is mostly in some peculiar cases whereby the gambler is gambling for that purpose but for the vast majority I believe it even contributes to their anxiety and can stress their minds mostly when they are on a loosing streak because for them they were hoping to make money from the game but ending up loosing only gets them even more stress because they may be sacrificing their little with the hopes to double.
It is mostly the wealthy and the rich gamblers who can be stressed after a long day and crave to gamble to get a relive, it is not common with the average and poor gamblers who are looking to make money from gambling.