A lot of gamblers experience that. You are not a legit gambler if you didn't experience the walk of shame. I saw a lot of people experience this and I don't want it to happen to me. What I am doing is to separate the money for daily needs and gambling. I will not gamble on the money that I needed, I will only use the money I can afford to lose. One of the gambling addict told me that and I practiced it ever since.
No. A lot of gamblers do not, but all unserious and indiscipline gamblers do. Everyone is bound to have that pulse to just keep going ahead and trying to push harder as you keep telling yourself it is for a good reason and no one has ever ended up coming out of it well at all. Walk of shame can happen to those who see gambling as an opportunity to get rich overnight by pushing their luck, but it does not work that way unfortunately.