I would counter this question with another to provoke some thought... Where is the fun in life when you die at the end? See? Sometimes it isn't about the outcome, but the experience. It's about the ride, as they say. If you don't enjoy gambling when you lose, then you should probably look into investing instead of gambling, because apparently that's what you think you're doing. Investing is great. You get payouts and your stocks never disappear. I'd say if you're in it to make money, try a brokerage instead of a casino. You might like the outcome better.
It's very interesting, most people choose to gamble because they purely want to spend some of their money and time, not to make a profit. Maybe people who think that gambling is just an activity to spend money, such people are usually not interested in gambling. It is true that investment is very suitable for people who focus on making a profit, gambling does not offer that, gambling offers different pleasures and carries the risk of losing money.