They do this because it's too exciting to win. They get addicted to the sensation felt when making profit from gambling, so they want more and more and it seems it's never enough, because each new pleasure they have, the next one has to be bigger and more intense, otherwise they simply get used to that and don't feel rewarded anymore on the same intensity, so they keep increasing the bet sizes to maximize the pleasure received.
Inevitably they enter a dangerous zone where huge losses become a real threat. If they don't revert the situation soon, that is, to stop risking too much money in short time intervails or single bets, they will feel the remorse once the results stop coming on their favour.
it's not all about addiction because we have to remember that there are other situations when a person bets lose and regrets, namely the gambler who seeks income from gambling. so this is not just about addiction but because gamblers who are looking for income will also always increase the amount of their bets because they will always think of bigger profits but this behavior sometimes people call gambling addicts.
from this situation the best advice is just to spend less time gambling and reducing the gambling budget to avoid regrets.