Obviously, I would feel a little bad after losing a considerable sum but never have I felt remorse after playing. I personally don’t see gambling as anything bad or anything to be ashamed about if you play responsibly so I wouldn’t feel remorseful about it.
As regards to your question, if someone plays and feels remorse at the end of the game, then it’s best you quit playing as you most likely haven’t got the heart to play and perhaps still in conflict worth yourself about gambling in general.