Not accepting defeats and being aggressive to recover back your losses the quickest as possible is something that gambler mostly committed as mistake, with that mentality instead of only losing allocated amount they tend to push forward as emotions really controlled their decision making, like what you said, it's better to quit when you already lose the amount that you deposit and take the fun side of it and let go as there's still another day for you to re-try and playback with much clear mindset.
Exactly, controlling yourself after losing is one of the hardest things, many of the gamblers are complacent or carried away, giving rise to feelings of resentment, anger, which in the end will try to reverse the previous defeat by depositing again. This is the importance of a gambler must have limits, the most appropriate way is to set an allocation of funds for gambling, it aims to minimize losses and maintain psychology when at the gambling table.