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In essence, entertainment always ends with laughter and enjoyment, then gambling that at times when we lose ends with regret, sorrow, lost of money and assets, cardiac arrest, bitterness and pains, anxiety, depression, trauma, at times even death, etc. Should we then say gambling is entertainment?
This is only true if you value your money that you're spending on gambling.
If the money that you're using is supposedly intended for something way more important like for bills, etc. then you will feel the emotions that you said. If the money that you will be using for gambling is the money that's supposedly for paying your debt then you will feel that things. You know what's good about some of the gamblers? There are some who don't care about losing their money because for them, that's spare money, and they don't care if they lose that money. If they win then good, but if they lose then it's still okay for them.
The problem is that, many gamblers can't detach themselves to the money that they're using for gambling, and when they lose it, they'll feel disappointed, regret, sorrow, and those other things that you shared. I know it's hard to not feel anything negative if you lose your money because at the end of the day, it's hard-earned money, but don't forget that you know the consequences that you may face if you're gambling, but you choose to do it anyway.
Gambling is entertainment for those who don't care about losing their money, but aside from that, it's not.