No, gambling should not be compared to things like going to the cinema or bowling. With gambling, you bet and you don't know if you're going to win or lose. With cinema or bowling at least you know what you are getting or paying for. It's easy to keep gambling, thinking you will win back what you've lost. Going to the cinema/bowling like 5 times in one night is not quite the same as spending your evening gambling is it?
You're paying for the rush just before/during the win. The loss is just like realising the film you watched is ****.
It's about self control. Just like how no-one's stopping you from watching 5 films in a row.