Post Praetorian said:

...a fair answer from the view point of the individual so afflicted for certain...but what of the same scenario viewed from the vantage point of his/her child/children? Would such as these consider an early or later exit to be the most beneficial to themselves?

The best option, it seems to me, would be for the gambler to make a real effort to quit, for the sake of those he was harming. I think it would be better that the gambler didn't kill himself in any situation, but whether that would actually cause less harm would depend on the specific situation.