I guess taking risks is a form of gambling, risking your relaitionship could be a form of gambling through cheating.
It could just as easily be a form of escapism from an unhappy relationship, both the gambling and the cheating, I know that is something you may not want to hear. Perhaps he to is staying in the relationship for financial reasons/enablement
Cheating could also be another form of gaining financial enablement to support his gambling addiction, who knows whether he is getting money from the people he is cheating with or not.
What is coming across to me is not the need to establish a link between the two but the message that he is an unpleasant person. If I am being honest I am struggling to see anything in your post that shows he has a “loving” side. Cheating, lieing, are these the actions of a loving person.
I feel you may be trying to apply rational thinking to irrational
situations, and looking for explanations as we all have done in the hope that understanding may lead to solutions or some sort of peace.
There is no excuse or justification for his behaviour, depression or otherwise other than, that he uses people for his own personal gains with no regard for those he is walking over in between.
You are right it doesn’t make any sense to stay with someone for financial reasons only and one that that is not helping with finances and furthermore has the capacity to drastically damage your financial situation even further – it makes no sense at all. Its almost like the two of you are just using each other for financial purposes but for different reasons.
I guess it comes down to how sick of it you really are and how you want your life to be in the future, it is apparent from what you are saying that he is progressing in his illness rather than showing any sign of seeking a recovery.
Put your happiness first