It is better to make sure you are not violating any protocol of the site so you don't need to look over your shoulder every time you feel you are breaking some of their terms. If you want you can always create a new account to another casino or bookie and try to place bets that you feel will encounter your losses from the other site.
I agree with you, it's better for us to break any site protocol and indeed if possible we should probably be able to read and understand the ToS of the casino we visit, even though this is relatively small or trivial but I think this is quite important, it's just that not all gamblers do this, maybe only gamblers who have a detailed nature of everything because I think most gamblers are reluctant and don't take the time for this.
Moreover, in my opinion having two accounts in one casino might be a violation, and also I think it won't be easy because on the other hand there could be KYC regulations which of course only apply to individuals, unless maybe two people have the same account in one casino and the other person gives their account to someone else, but when you get a win to do KYC there might be difficulties when making a withdrawal.