The end of chasing losses is always bitter for any gambler that chooses to do so, though, on multiple cases it's not the player's fault. But that of some disorders like greed and weak emotional control. Nobody would want to continue losing, yet the gravity is always stronger than the will of the gamer. Hence, going further with the chase till it's zero on the bankroll remains the only option.
Chasing losses? 
Sure, it must be bitter. People who force playing gambling too much, they won't use their calm mind. They easily lead to addiction and they may lead to take a loan money. It is because they always want more and more money. When their money have already over, they will try to have another source of money. It is important that we know the limit of our gambling activity. So, we don't gamble excessively. We will never beat the casino sites, they will always win the games. We don't expect too much for earning huge money, just make it as a fun activity only.