Walking away from the casino after a win is very Important but sadly some persons do not really get it that way, they all their emotions trick them into thinking that they can be able to still make some more money if only they are able to stay any further to try again and some ends up loosing it all, so I agree that until you leave the casino and start putting such funds into use, you actually don't get to really say that you have actually gotten the money, it's your completely after you have started spending it.
I think it is the best decision to take because gambling further, it is possible to lose everything. Every gambling win is a privilege that every gambler needs to appreciate very well because it is not easy to win gambling and this is the reason why when one is lucky to win it is just better to go with your money and come back some other time again.
If winning was something very easy, this would have been a good reason for gamblers to chase the win non stop but I think it is because of greed and lack of understanding why people would still choose to get more wins after winning games.