It's just their hallucination that they have genius or special qualities, belief in themselves. In fact, systematically or in reality, the opportunities and advantages will be completely controlled by the bookie without looking at the individual's abilities. I think there are many factors that motivate them to gamble, The main one is the easy and quick way to make money, gambling provides an adrenaline rush and entertainment that leaves people feeling challenged and entertained. That's why many gamblers fall prey to their own addiction, fueled by the illusion that they can overcome it.
Gamblers who are already addicted do not actually enjoy the game. They keep gambling just to generate the expected profit. It doesn't matter whether they claim to have skills or not, because what happens is not consistent with winning for the gamblers. So there is really no reason that makes gamblers overly confident to always win on every bet. They forget to enjoy the game.