Why would it be wrong? Just so long as you are internally aware that you are spending money you are prepared to lose for some amusement.
Those who suffer from addiction, on the other hand, can easily ruin themselves and even their families.
The only time I ever went to a casino was in Nassau -- Paradise Island. I know the odds always favor the house, and that the longer I play, the more I will lose. Still, I put $300 in my left pocket and said, "well, this is my first time, so I don't mind spending that much just to see what it's all about."
And guess what, every once in a while, I'd win a pot, or some money from the slots. And that money, I put in my right hand pocket. I only spent the money in my left -- the money I came in with and was prepared to lose.
And I did ok. I wound up with about $310 in my right hand pocket! So up $10 -- not much, but a lot better than it could have been. And I had fun -- basically for free.