Pretty much every form of insurance is not gambling. The idea with gambling is that if things go the way you planned, you come out a winner. But generally with insurance, you don't come away feeling like a winner.
Car insurance: You get into a car accident, and your car insurance pays for replairs. But generally you are still at a loss. You've lost significant time dealing with it. Repaired cars with any significant damage are often not quite the same. When you go to sell the car you are likely to get less for it (and insurance rarely compensates you, fully or even at all, for diminished value. And there's a good chance you'll end up paying more in insurance in the future
House insurance: Your house burns down, and it's a gigantic life disruption. Depending on how extensive the damage and other circumstances, you could be spending more than a year living out of a hotel or rental. Your insurance will pay for a lot of your stuff, but realistically there will be so many things not covered and that you don't even remember to claim. Anything of sentimental value is impossible to replace. It's pretty much impossible to be made whole. In lesser cases, like where you just have a water leak, insurers are fearful of mold so you could end up getting dropped and find your house nearly uninsurable except for the most expensive policies. It can even affect you went you go do sell and the buyer finds nobody wants to insure the house.
Life insurance: If you have a very high value policy, then even with all your expenses incurred it may be possible to come out financially better off...but come on, someone you love has died, which can just destroy your life (especially if kids are invovled...for their entire life they'll never be quite the same). But realistically, in many cases you don't even come out financially positive in the long run when the big money earner is gone from the picture and year after year you chip away at the insurance payout
Medical insurance: Considering the cost of premiums, the only way for medical insurance to not be a negative value investment is to have a lot of medical bills, which generally means someone is pretty sick.
Sports player insurance: I still get to go to the game and still get to enjoy it, but maybe get 90% of my cost of the ticket refunded. And note that unlike other insurances, here I was already happy to pay 100% of the value to do that. So this is really like a positive value return when the insurance kicks in (as opposed to all the above examples, where you pretty much always lose out)