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...
Feeling disappointed because of defeat is a very natural thing to feel for a gambler, in my opinion responsible gambling does not mean that we keep smiling when we experience defeat even though we gamble with an amount that we can afford to lose.
So feeling disappointed is a natural thing but make sure that you are not too affected by the defeat, meaning don't let the sad situation make you trapped in various actions beyond control, and if for example defeat makes you do various actions that should be avoided such as chasing defeat then that means you are not a responsible gambler.
Responsible gambling is when you come with the aim of seeking entertainment, meaning that winning and losing should not be the main priority and should not affect your mental and psychological.