They don't keep their patience. Once they start losing money, they become more desperate and invest more and then again face another loss. This continues unless they spend all of their money in gambling. I really feel sorry for those who take gambling so seriously and are addicted to it.
Here on the forum, many people write that there are people who regularly manage to earn money on gambling. It would be interesting to hear their secrets about how they manage to remain patient with frequent/big losses.