There are few circumstances,when you can find gambling wrong.
It is when you have not a lot of money,and you still losing them.
Another circumstance,is when you need money for something ( for example rent money ) but you risk them to hope that you are going to win.
I did it few times actually :/
You know something is wrong but you did it few times? You were wrong in this case, not the gambling. You know that you did not have much money but you still gamble and you gamble the money what you need for something else. You should blame yourself why you did it.