I think all games have psychological value because it is what makes us feel happy, proud, disappointed, sad, angry, ambitious and anything related to feelings that causes psychological effects that affect our brain and heart, even our souls when playing and when not playing sometimes we think and also imagine how fun the game would be if it ended according to your wishes.
The psychology effect depends on how you handle it, you do it rightly and get positive impact, wrongly and it becomes negative, not everyone understands that which is why some feel it's demonic and created to ruin peoples life but it's not so cause they're the ones responsible for their actions and not the other way. Gambling is meant to be entertaining regardless of whether one loses, I said that cause losing a spare cash should bring too much negative impact compared to when you use money that's important for gambling.
The real problem is that they gamble using money for money's sake, which is why the psychological impact is higher due to the attachment to the hope of money. While other games aren't like that, if we look at the differences. However, if people view gambling as simply a game without the hope of winning money, then what you said is true, depending on self-management or how they handle it.
Most of these are due to personal issues, but because money is involved, which becomes the goal, this makes people more sensitive to the human psychology of gaining profits in the form of money, not pleasure or anything else.