For options trading, there is always a winning and losing side. Someone is always harmed.
Let's say the option expires worthless. You make money having done nothing but collect my premium.
I take the option, and because it's positive gamma, when it goes up I make money, and I flatten. When it goes down, I'm short, and I make money and buy. I keep doing this buying low and selling high until I've made more than the premium.
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My point is there can be reasons for both sides to do the trade. Nobody needs to be "harmed". The line of reasoning that says one of you must lose misses the point. If you buy insurance, either your house burns down or it doesn't. That doesn't mean either you or the insurance company was harmed.
Each individual options trade is zero-sum (one side wins exactly as much as the other side loses, barring transaction fees), as is the total of all options trades.
The whole point of having financial instruments is that you can mix risks. Whether each individual one results in heads or tails is not actually the point, the point is entities can shape the risks they want to be exposed to.