If you are a gambler and want to have any chance of actually winning, it makes all the difference in the world.
For instance, the house advantage in blackjack when the players knows how to bet is miniscule under most regulated environments. If you are skilled, e.g. smart enough to read and understand a fairly simple book about playing blackjack, you can play for hours while typically losing a very small amount. That turns it into entertainment instead of willful robbery.
Furthermore, if you have a run of good hands you can even will a sizeable amount on those occasions when luck is on your side. And if you are smart enough to set a realistic limit when the odds are in the other direction, you can even enjoy a modicum of success if you are savvy enough to know when to walk away. And the casinos will even teach you how to play all their house games to maximize those odds.
Unfortunately, moet people don't take that time to learn the proper strategies, or they even delude themselves into thinking they have some unbeatable scheme that can beat the house odds. These are the sort of people that the casinos really like. They are the ones who consistently lose large amounts.
But nobody can do well when the house odds are sufficiently stacked against them. it is literally a license to steal.
Gambling is like any other vice. It is not inherently evil. It only becomes so when the person has no self-control. Should we penalize everybody for the addictions of the few?