When I win a big prize, I will no doubt to cash out the prize because I know it is too risky to continue playing. Moreover if we play with bigger capital, it even can lead to losing all the prize. Gambling is mostly about luck, there is no guarantee to win more if we play more. Instead of winning more prizes, in many cases it lead to loses gradually. So, whenever you win a big prize, it is recommended to cash out the prize. Just come back again to play after you enjoy your winning. 
Easier said than done if I'm being honest especially if you're the type of person that plays with your friends who are also gambling addicts, and you succumb so easily to peer pressure then I guess you're most likely to continue playing even after a win, there are also other indicators like quick decision when ecstatic or feeling a great surge of happiness or quick to anger due to frustrations and I believe that if you've got those two, you are likely to keep playing because it means your actions are easily influenced if not dictated by your emotions. I think that even if we say that we cash out after a big win, it's difficult to believe that people are doing what they're preaching especially when something involves money, it's difficult to be straight with your principle when at every corner there's temptation to bend what you believe in, my point is that sometimes people who reply on this kind of advice threads don't practice what they're advicing. As for me, I might not be able to completely quit after a big win, I know myself that I'm going to continue gambling no matter, maybe that's why I believe that those who say it's easy to get out are idiots, I guess when that happens I'll be gambling much longer than I normally do in a day.