Not true. You can win gambling games where the house doesn't have an edge (sports, poker, some blackjack - though extremely time consuming/restrictive (necessity to have a gigantic bankroll in excess of several hundred thousand $).
Poker is obviously the easiest game to win at (greatest edge, easier competition, etc). Gambling on sports comes down to 2 things: a really good, researched system and volume. The edge is insanely small so you have to bet a good deal of money on tons of games to exploit the edges enough to turn a long-term profit.
Simply, gambling can be profitable if you know what you're doing, but for the average Joe, they are throwing their money away.