For me it is normal specially if the amount that we lose isn't a small amount or just a couple dollars.
I usually feel like staying out or laying low after losing a good amount of money, but if it is just a couple of dollars I would still continue to play or bet.
Laying low is something I can understand too. People feel bad about losing it and dont want to show their face on the chatboxes and stay away from public. I think to avoid this, playing with a small budget and only playing for fun keep the system under check.
You have a set budget and you dont exceed it, if you exceed it you lose. This should be the motto of every gambler trying to quit.
Fear comes from the notion of what would happen if one loses. This needs to clear in gamblers minds - if you lose you face the consequences of the loss and bear it throughout your life.