I am a very bad poker player, so I don't know what an equivalent strategy would look like, but we have had 'game theory optimal' type play for a while. I'm sure the best poker minds will think of clever ways to do things to confuse an AI player. Especially online when there are fewer tells.
People gamble for quite a few reasons and particularly many people don't expect to win: look at the popularity of "sucker bets" in sports betting for instance.