I'm not sure even the person with intention of loss or ready to lose what they can afford to lose do feel the pain of losing money. They get piss too because they do have hope in their games sometime but the result and how the game end makes them end. However, if you know how to handle loss and you know how to gamble, you will make that money again, unless there is no skill in gambling and such person is supposed to avoid gambling.
They get punished, but not as much as those who gamble with the intention of winning all the time.
It's certain that no matter how good and self-controlled a gambler claims to be, there are still some certain games that they will lose that will make them feel bad and that will affect their emotions.
Self-control skills can help the gambler manage how much could have possibly been lost as a result of chasing their losses.