That's becaause gambling is designed just for fun activities only, I think that's a strong reason why someone always fails to chase their losses, of course it doesn't make sense, I honestly don't understand why they have that mindset. Basically there is no guarantee whatsoever to be able to win in gambling, because every session will run randomly about who will win and who will lose, we will never be able to find out and also there is absolutely no reason for us to continue to chase victory there because there is no certainty for any outcome. Of course the best thing is to consider whether this activity has a good or bad impact on your life, only those who feel it themselves about it and I think wiith that you will also be able to know what the best thing is to do.
Another factor which gamblers tends to ignore somehow is that they forget that what is the probability that when they chase the loss, they will succeed in it and will not lose more money. If there is a guarantee that you will be able to recover the loss, by playing more with the intent to chase the loss, then I would tell everyone to always chase the loss, but the reality is otherwise. There is no guarantee of winning with the intent to chase the loss.
The best thing for the gambler is to analyse the risk of loss even before playing and in case he has not done any homework, then accept the loss and do not run to convert the loss into profit. 99% of the time, he will lose more money.