Almost every gambler including me made this mistake once at the very least. It's primarily because of the adrenaline rush to try and earn back your losses basically.
Sure sometimes we aren't able to control ourselves and are eager to bet more in order to recover our loss or say have rush to win atleast once when we are too much engaged in gambling at the time.But it's all fine until we are not going over limits too much and it's becoming more of a habit because it can lead to addiction.