A wise man, if he wants to be a millionaire, hangs out with, and parallels millionaires. So, by analogy, if you want to be a great player, you hang out and emulate(?) great players. If 98% of great players gamble or have, wouldn't you tend to agree that, by odds, you will better your chance of being a great player if you do? Common sense. You further your odds by doing what has already been tried and true.
By the way, I'm still waiting for even one or two great player's names that have never gambled.