I think many of us have made all-in bets and that is something that is very Scary , but I Really do it when I know I'm going to lose and that I have no other option, that is, I do it when I am already resigned, it would not Surprise me at all , but sometimes when I am like that I win , and wow that is where I say that in the game one is under any type of Possibility of doing things right and doing them the way they have to happen , sometimes the casino, its house advantage is not so bad , we Know that they can and will win but we have a very good option even if we are resigned.
It's not scary at all.
And just as you, I've done mostly these all-in bets when I'm almost out of my bankroll. It's a do or die as they say and that's becoming the norm of many gamblers IMO.
We think that with the very last bet that we have, we have no option but to lose it so then lose with some chances of winning through betting with the last remaining money that we've got.