They'd be silly not to play when the odds are in their favor.
So, take poker for example. There's no house. It's you and 5-8 other people. If you're the best player at the table, is it really gambling? There's definitely a chance you can lose. There's significant luck involved. But since the odds are in your favor, over time, you're going to come out WAY ahead.
If Michael Jordan and I gambled on a game of one-on-one, he wouldn't be gambling. That would be a smart investment. We don't usually consider "anything that involves risk" as gambling. Stocks. Buying a home. Getting a college degree. In the past, we've considered those smart investments.
Now I think learning poker and playing well against inferior opponents might be a better way to go.