You've just hit the punch line, why gambling is seen as a sin by many is because it comes with a lot of irresponsible behavior, if all gamblers are making money from it without irresponsible behavior it wouldn't have been a sin, but since gambling comes with addiction, dippresion of loses, anxiety, lack of self control, abuse and domestic violence due to loses, stealing, lieing drugging and drinking of harmful substances to get rid of the feeling of loses, that is why gambling is seen as sin by religious people. But if it was a business that doesn't involve addictive behavior, it wouldn't have been a sin.
You have said everything that I think will happen when gambling is done excessively by summing up in one sentence, namely “bad effects”.
And I think why gambling is considered a sin because it can indeed harm yourself, precisely because it can eliminate common sense, because in some religions hurting yourself is not allowed or indeed a sin.
But another statement is that bad effects will not occur if gambling is done wisely with responsibility and reasonable limits.