It depends on when someone is now totally affected by the addiction, the anxiety is only present when he doesn't gamble and not when he gambles.
why dopamine is released when you play games
when you don't have a strong addiction yet, if you gamble with large sums of money you get anxious
Anxiety is not only exhibited by addicted gamblers only, any can show anxiety especially when they have taken huge risk. In other words, the moment a gambler invest what he cannot afford to lose, he will be gripped by anxiety throughout the entire the game is not settled and when the game is settle against him, then comes the pain and regrets. To avoid anxiety, a gambler should only used what he can afford to lose for gambling.