I also haven't witnessed anyone gambling when they are grieving, it's common for people to gamble when they are in parties or other type of social gathering but trying to use it as an escape to overcome a negative feeling can only lead to disastrous results. Just like you said gambling when stressed can lead to losses, this isn't something that is regular with just you alone it's normal with everyone, anything you do under tension, duress and negativity is bound to fail. Gambling isn't supposed to be done to cope with anything, or forget about something, It's an activity that's supposed to be for the purpose of having fun only.
But it's the truth that people tend to indulge in their various habits just to let go of a painful life situation, maybe the loss of a loved one. Those who are into drugs run to it for help since nothing else could revive in them a beautiful moment or feeling. However, it doesn't help the person, yet when there is no option humans do what's available to keep the time going. Same applies to gamblers who find fun in wagering money, they'll use gaming to battle sad emotional states.