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.
You can do that but you need to be careful to control yourself. There is a moment when you lose money in gambling and want to deposit more. But that will not happens if your control is strong and you avoid it by leaving the casino. The will to deposit more after losses will be there so we must have awareness of that and not follow our minds to deposit again.
It is enough for us to playing gambling with those funds so we must stop gambling no matter if the temptation is getting bigger. We should preventing ourselves from depositing more money because that can gives us more risks of losing money.