When gambling stresses you out it's a sign that you are doing it wrong and perhaps it would be better to take a break for a while in order for you to get your mind right. Gambling is a game of entertainment and shouldn't be used as a plan to acquire wealth, one of the reason why people get frustrated with gambling is because they put their hopes into it probably because they think their games are well analyzed or they got a paid prediction, this makes them go all in by staking huge amounts of money hoping to get a significant reward but most times they get disappointed. Gamble responsibly and just do it too have fun.
Expectations. That's the problem. We are expecting too much from an industry that is doing business and profits and I doubt they will just let us win that easy. They also need to make money which is why we keep on losing and it's better if we accept that fact first before we gamble.
Taking breaks after a loss. That's the best thing we can do to avoid stress and you are right that gambling should be an entertainment and not a money-making machine. The truth that we will lose most of the time will always be there and if we are not enjoying it anymore, that means we should walk out and find a new hobby.