Without any kind of budgeting, you run the risk of overspending and overconfidence- thinking that you can afford to spend more in the process. On the other hand, if you designate a specific portion of your income to gambling, once exhausted, you are somehow compelled to stop at that point.
As a player I don't budget anything to gamble in a casino, sometimes I just have something set aside to have fun and I put it in the casino to see if I'm lucky, but it's not a lot of money, it would hurt me a lot if the money I have to go out and have fun only went to a casino, there are many types of fun, the casino is not the only one, but as we are people who like adrenaline, we should allocate a minimum, so as not to lose the habit, allocating little money is a good option for the casino.