Double delusion

Some people with a gambling problem tell themselves that if they play long enough they'll eventually win big. For most those people it's a delusion; unless you have an enormous amount of money to use on placing bets, gambling has negative expected returns. I wonder if those people actually create two layers of delusion for themselves: Unconsciously, they enjoy gambling as consumption, for its own sake, but their conscious mind tells them they are doing it for instrumental reasons, to earn money, and on top of that they delude themselves into thinking that they actually can earn money that way?