No doubts winning is the main priority of most gamblers this is why they end up being addicted along the line and of course everyone has their different ways of which they tend to gamble but what matters most is that you're being able to manage every risks that comes with it and control your habits.
Winning isn't all that matters in gambling, nobody enjoys losing every time they gamble, but these are things we only talk about and can't change. Winning is based on real luck, most of the time we win from gambling during moments least expected. If losses are chased, the gambler will pay a price of addiction, increased loss moments, and financial distress.
Winning is all that matters to so many gamblers and when they are not winning, it makes them start to gamble with emotions so that they can make sure they win back all they lost, but they forget that while gambling, they don't get to choose when they win or lose. Like you said, no body is happy for losing but regardless it's not wise to start chasing losses, when a gambler doesn't win after wagering some money many times, best choice is to take a brake for the main time.