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.
When he returns for the second time, the losses incurred and the negative impacts will be worse than before, and it will be much more difficult to recover from his gambling addiction. People need to know that gambling is only about momentary pleasure, not a place to relieve stress or depression. The outcome of gambling is uncertain. While winning may bring temporary relief, losing—especially in large amounts—can lead to increased stress and frustration.
If he returned to gambling, it’s either he was in a desperate or worse situation in his life. That would explain why he’s more addicted the second time. Maybe he felt he had no other options left but to take the risk again, even knowing how slim his chances of success really are.
I don't think it's that he has no other choice, but rather that he is just trying to repeat what he did in the past that made him happy. However, in reality, this turned out to be a big mistake, which caused him to fall for the second time.