This happens because, in my opinion, they believe that every gamble will result in a profit, so even if they have lost, as you said, once they have enough money, they will most likely return to gambling and bet their money again. The bad thing is that they may obtain that money from illicit sources.
This really comes down to self-control. If someone has good self-control, whether they are wealthy or not, they are unlikely to withdraw the profits they have already earned. The opposite is also possible.
The possible chance of illicit acquisition of money in this narrative may be low. Provided they work and the source of income comes in, they'll
be one option alone; working hard. The players who go out of their way to commit crime for gambling barely have something doing to earn money. A busy mind doesn't think of illegal actions, but like I said earlier, the chance is low, greedy gamers will always get disappointed.