If you deposit at a gambling site then you should think what you deposit is already a lost that is why it will help to take some stress out if you really lose them all but if you make a little back then withdraw them and keep it safe until you decide to deposit it back to the site
This is a superb strategy.
But this strategy will not really useful if you lose and always keep it safe. Lets say that you dont withdraw them but stop for a while and then you will do the same as tmorow so you will safe the sending fee rather than put in and out your balance
Thats why people need to withdraw it when they win. Many people dont withdraw this and continue that is why if they lose it all then they are stressed with this. If you withdraw some and continue to play with small amount then this atleast will only give you a little stress if you lose it instead of lose all of it