I believe users should be reminded of this on all betting sites. This should help the most addicted users and can prevent problems of losing bankrolls or impulsive deposits. So, warning is always good.
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Warning is important, but the the responsibility of staying safe still ball down to the gambler himself since he will be the one to Make the choice wether to go by the warning or skip it for obvious reasons, an addict will definitely do anything just to feed his addictions and at that'll help he will definitely be avoiding those warnings and keep depositing regardless.
Yes, for someone who is addicted to gambling, any warning advertisements will not be able to influence them, including advice they receive from those closest to them, they will probably ignore it and focus on what they want, namely gambling to win big. I think those who are addicted to this are indeed difficult to be aware of, unless perhaps they have already gotten what they want, but sometimes when they have what they want, it can make them even more obsessed with pursuing even bigger wins.