Yes, if we lose a significant amount for us, we can't just not think about it. It will ruin our day, at the very least. And instead of relaxation we will only get more stress. Imagine, paying your money for being even more stressed. How frustrating is that! The only way to avoid such situations is limiting your potential losses per session. So that if you lose in the end, you think "Oh that's nothing. Let's just move on."
True, many times I have problems understanding those which get addicted to gambling as gambling should be something that we do in order to relax and have a good time, but those which are addicted are not having a good time at all and if anything they are suffering greatly because of their actions, and if that is the case they may as well find another activity in which they get the same suffering but save themselves all of that money they lose.
Maybe at first, they think of playing gambling just to relax and have fun and as the tension increases and the losses they get more often, they begin to lust to recover their losses. They thought I wanted to recover from the loss and then quit but unfortunately, sometime after they managed to recover the loss, the lust for more money got higher because they saw them getting lucky. That makes them even more excited to continue the game, where the problems started.