I believe so, players need to have a balance reserve. This helps maintain balance, especially when things don't go as expected. Having a reserve prevents impulsive decisions and gives you more security to continue playing strategically.
Security to continue playing strategically, you say? When you have a reserve balance and you get your first balance exhausted, you could end up making a rash gambling decision in order for you to make up for what you have lost in your previous bet, which, instead of taking a break after losing your reserve balance, will encourage you to continue playing, which could give you a chance to recover, but the chances of losing much are higher compared to the chance of winning.
You need reserve funds for businesses and emergencies but gambling doesn't fall into either categories so I don't think that it's necessary to have a gambling reserve fund in your account. The effect of a gambling reserve will be to over gamble because you wouldn't stop when your budgeted amount exhausts. You might keep chasing loses till you deplete the reserve if you're not lucky to win, that is why I believe that it's not worth keeping. Deposit the amount that you feel comfortable to loose at anytime that you want to fund your account.