I've been playing slots quite a lot in the recent times, so I know exactly what you are talking about. It's really annoying when you are playing and playing thinking the bonus is just about to pop up, and it doesn't. What I do is I play several bonus games in demo mode(sometimes with max buy-in, like $500), and it's kinda win-win to me: I enjoy winning big even in demo mode(like yesterday I "won" 1,500 FUN on MT2 out of 500 payed), and if I lose a lot, I'm happy I wasn't playing with real money. 
Honestly that happens... It is a bad feeling and it is something I hope nobody ever gets, but it happens and it is part of the gambling world. I would rather get quicker and more frequent bonus that pays very little instead of huge bonus very rarely, that way I would at least have something to look forward to and would be happy when it gets there.I remember once I went a full on run without ever getting bonus, just me clicking a button hundreds of times until all of my money was gone. Obviously I had times when I reached 190x with a bonus as well, that is a rare thing and I do not remember any other time I went more than 100x before, that was the only time (here) but it was superbly fun and shocking at the same time. Long story to quote Forrest Gump, life is like box of chocolates you never know what you are going to get and in this case it is the bonuses.