Sometimes I play slot games, I set my budget and everything. My real intention is to play for fun, but after I lose my bankroll without a real win, I feel a little bit sad. The problem is, why do I feel this way if I follow a strict responsible gambling practice?
I mean, I know that losses are part of the game, and I never spend more than I can afford, but I still can’t help feeling disappointed

I wonder if others feel the same way or if I’m overthinking it...
The thing is, when you set your budget aside for gambling then consider that money as lost already.
This way, when you lose the money you won't feel more disappointed since you had already considered that money as lost.
In case you win, you will get more than happy to have won an amount you thought you would lose.
Absolutely right, as like if my daily budget is 10$ for gambling and i always think that such amount of money is nothing to me if somehow it will lose in gambling, so if i set my budget which is my affordable, so when i lost the fund, i don’t get sad for my losses. On the other hand if fortunately i win the bet, i will happy, because we are human beings so we have an emotions naturally.