Out of control is difficult to define and different for everyone.
I'd say it's out of control when it's interfering with your life and responsibilities, to a large degree. If you're spending money you really can't afford, taking lots of time from what you need to be doing, then yea. This is completely subjective, but important to be self honest about it. Its a fine line to cross, and once you do, it's really hard to make it back.
Otherwise, YOLO, and as long as you are taking precautions for your safety (and your SOs), mitigating risks, and genuinely enjoying it - rock out with your cock out.
For me, it's usually, as my name implies, onceinawhile (1x month), unless i find a steady outside thing.
Once every few years, i go on a run (currently - and not caring, lol)