They don't know when their luck will come so that will makes them in trouble if they decide to continue playing gambling with more money. Besides that, they will gets more emotionally when they still playing gambling and not decides to stop their gambling activity because their tension is also increase and will difficult to control. Even if they have good skills on the particular game, that doesn't means they can win easily because they must remember that the situation in the game can change anytime.
I think the tension on the last game being discussed here is specifically from the parlay bet since last bet on parlay usually hold a lot of weight and pressure to the outcome of overall bet since there’s already an option of guaranteed profit from cashout or keep playing in exchange for higher rewards.
Last bet on normal game usually doesn’t provide a lot of tension because it usually just waste bet however all-in bet when player is already at huge loss can give a tension too but not the same tension on the topic because there’s already a choice to take profit or continue risking.