if you're unhappy after gambling and losing, you're not having fun. Winning gambling is not the fun, it's just happiness from money.

If you enjoy blackjack, or poker, or craps, regardless of winning or losing, then it's fine to gamble. If you're only having fun from the exhileration from the large winnings, then it's not "fun", but thrill seeking, just like skydivers or extreme sports. Except for those thrill seeking sports, there's often safety measures in place.