However, instead of making them feel happy, gambling actually becomes an addiction, which further exacerbates their stress and depression.
That is a sad effect that happens in real life. If they were successfully able to quit beforehand and came back due to stress and depression, they've just added more damage to themselves. They thought that it will be the solution for them to relieve those but at the end of the day, they are unsuccessful relieving it and yet, they've become addicted to it because of how they've misled themselves by thinking that it could help. Well, maybe somehow that it did but they can't control the damage that it can be done to them and so, that's how they end up become.