Yeah, it is quite a problem, when people make themselves to forget that they can lose and remember only about winnings. That's why often people think that they are unbeatable and then gambling beats them. Everyone must not just know that they can win and lose, but also remember about that (especially about losses).
I think that is human nature when it comes to gambling, because we don't want to accept to ourselves that we are losing yet we tend to play more to win more, we still lose because we failed to track our record.
Still that does not mean that we should accept the nature, saying that we are losing in gambling, but that's our nature and everything OK. No, everything'll be OK, if we start trying to change our nature and habits.