Will repeat OP question but in other words: "Who would be happy when he is losing?" Really, who would not feel disappointed after losing or failing. I believe there is no one who will shout "HOORAY!!!" when he has lost any size bet. In addition to what is already said, that it is ok to be disappointed as we are humans and express different emotions, it is normal to lose in gambling. Impossible only to win, a life can not consist only from victories or happy moments.
I understand your statement, basically it is true that everyone never likes losing money, but the main point here is that we are involved in an activity that is already risky from the start so as you said that losing money is a natural thing in gambling, and maybe I will simplify it now that it is okay to feel disappointed when you experience defeat but what is certain is that the disappointment and emotion should not be excessive in the sense that it affects your mental and psychological state because that is where all disasters will begin as experienced by the majority of addicted gamblers, one way is to only bet with a minimum amount, that's the point.