Some people are so overconfident and that's why they find it difficult to withdraw their winning, they usually believe that they can use the initial winning to make more profit and on the process of doing so, they end up losing everything. Like you said, it's wise to withdraw some winning and only keep a small amount, such practice doesn't make us weak. Sometimes, I even withdraw my cash out offer while the game is still live.
Why would anyone be having to much confidence in their self when gambling when is not as if anyone can see the future anything can happen when it comes to gambling, the moment peoples eye are fixed on the money the only thing that will be ringing in their mind will be money and things they will do with the money when they win and the funny thing is that the moment they win they will do something different from what they have in mind. And the problem will now be when they don't will the addicted once's will want to do revenge gambling trying to cover for what they lost. Have that mind set that you will use your initial winnings to continue your bet is not just a good idea you can even leave some for anytime you want to gamble, but use the whole money to gamble again is not reasonable at all. And for me I might even withdraw everything and then later maybe when am done spending the money won then I will rest and continue with another money because every win are suppose to be spent. And I don't also joke with cash out options at least if I don't win I was able to get some amount of money.