Well because evolutionarily, gambling must pay off sometimes, and the people who are averse to gambling might become rarer if it pays off in a big way.

Ten thousand years ago doing something risky might result in you going from being a male with no prospects to having a harem with 50 wives. It makes sense that when your ancestors could have made a risky gambled (say raiding the village next door), they’d go for it, much like someone will put everything on 21 Black because the payoff could be so big.