Exactly that's the system of gambling either one win or lose , but is not everything will be winning or Losing. But when one is gambling wisely it normally reduce the chances of one making more losses or losses above their budget . Just as you Said is better to win a little than to lose big when trying to win big. And the greater the chances you making huge profits or win the higher the risk so we should always focus on how to manage those risks
I think that if you don't take risk while gambling then you can't win in gambling. But if you take extra risk then chances of losing in gambling is more because gambling depends on luck and also need good experience in gambling. If a person likes gambling. Without good experience he will never win at gambling because even if he has good luck he will likely lose his gambling money due to some mistakes.