Most people don't like to learn from other people's mistakes because they assume it's unreal and they want to taste it their self and see the outcome of their actions which sometimes doesn't end so well, and even after they must have had a bad experience, they could still feel like jamesBond, trying to win back and make things right, they will do it until they lose everything.
Is it really because they feel the experiences of others are unreal or because they feel like they can make a difference and what other experience can't happen to them that pushes them to take their own path even after seeing the result of those who take the same path? Some gamblers are just very stubborn, and they don't listen; even when they are hit by reality, they feel like solid rock, like you have mentioned.