When you lose:

* you will realize that gambling isn't that easy and is not a money-making scheme
* you will understand that losing is mostly bound to happen than winning
* you will always take care of the bankroll as much as possible and don't want it to end quick
* for strategy-based gambling games, you will improve your decision-making skills in the long run since you want to minimize your losses
* for sports betting, you will enhance your game analysis skills as you progress
* and since you always lose, you might quit gambling for good

Unfortunately, there's a worst-case scenario too when someone loses:

* will chase those losses irresponsibly
* will ruin the finances of its own family
* worst behavior will begin to show up