When a player makes a deposit in a casino, they should know that they will play against the odds, and there is always the risk of losing that money. If someone fears losing money, they should not deposit in a casino. But that does not mean they will gamble irresponsibly once they make a deposit. I won't continue to place risky bets even though I know I can lose the deposit.
If you consider responsibility in gambling, then yes, you should fear losing money. Otherwise, you will end up placing irresponsible, risky bets, which will end up losing your money. So it is kind of yes and no at the same time.