If we speak about charities, then it should be a free wish, not an obligatory to share only when you have won. Wants to support someone or organization, do it when you feel like you want to do it, not only when you have won a lot.

From other side of the coin, sharing money won in gambling is sort of a motivation for others to try gambling. I think not many would like to be a main hero of a story "how I started gambling". Someone might not understand story about sharing gambling money and would start gambling, because he wants to help people with money.