If we analyse the sequence of events in Mahabharata many things baffle our understanding. Bhagavan Krishna took avatara to get rid of all evil forces and protect those who are virtuous in order to cleanse the earth. This is the core objective around which every thing else revolves.
The birth of Pandavas, Draupadi et al are by divine command. Hence their birth and actions are also like that, unable for us to understand by applying logical reasoning.
Krishna - Narayana
Arjuna - Nara
Draupadi : Sakti
Yudhisthira - Yama
Arjuna - Indra
Bhima - Vayu
Nakula / Sahadeva - Ashvini Devas
Due to a boon of Siva in her previous birth, Draupadi got married to panca pandavas, the holistic combination of divine saktis. That is why she is worshipped as Draupadi Amman. The Prakrti Tattva (Draupadi) is verily embedded in the Panca bhutas (Panca Pandavas).
Yudhisthira repeatedly tells Duryodhana that only between them as Kings, the gambling game should take place. But the latter forces Sakuni upon Yudhisthira through dubious means and cheats him finally. It is not that Yudhisthira does not know his limits or the nuances of dharma . The moot point is that even he is no exception in the larger context of divine dispensation and is reduced to merely a puppet when destiny strikes harder.
As held by various Sages, we have to unconditionally submit to whatever the Supreme does. As a follower of Scriptures one may think that certain deeds of Krishna are not clear from a dharmic perspective. But for a pure devotee whatever Krishna does is only dharma. That is the amazing beauty of devotion. Until we reach that ecstatic stage, such questions are bound to arise.