The fear of losing money will cause regret when you win a bet. In my opinion, it is just an illusion that crosses someone's mind because they are unable to bear the loss when they lose. In fact, if he was able to think objectively, winning and losing are part of gambling, maybe this small win would not have happened.
I can't possibly decipher your first statement bolded above, what could a winner's possible fear after winning, to have warranted regretting even after then?
However, your remaining part is accurate, it boils down to gamblers to first learn and know it and then acknowledging whether or not they are fit for it. This self-assessment could have saved a lot of losers who are devasted by gambling because gambling is simply not good for everyone, they will never be able to give it all it takes, but instead, it impacts them negatively.