When the casino says "play responsibly" I do take it as a warning from them, to me it means that they are telling us (telling the players) that the game is not a get rich quick scheme, it's not a simple activity where you win the house, it means it is a very risky game and so, players should be careful. Such warnings are necessary for inexperienced player, after they gambler and lose repeatedly, they will understand why they should gambler responsibly.
Maybe that is sort of reminder that gamblers need to be more careful on their decision while playing, but I also take it for compliance since government ask them to put that disclaimer on their site and casino just want to comply to avoid any legal troubles.
Casino want to get lots of income because this is how their business going to survive, limiting their gamblers won't bring any positive result since their profit will decrease on that matter.
But people ignore those words and continue to play then try to take risk even if they know that house always win compare to players. Gamblers really need to exercise proper precaution since if they exceed on their limit they would get more bigger problem and get lots of stress.