Some of us have a hard time stopping when we’re already losing. We tend to chase losses and end up burning through whatever balance is left in our account.
One of the reasons I believe things like this happen is because, you haven't really lost so much money to the extent that you regretted ever knowing gamble in the first place, if you do and you're willing to change I believe you'll force yourself to adapt to a new strategy that only let you gamble with money you can risk losing even if you didn't make profit. I guess sometimes personal experience is the teacher as learning from other people's experience may look unrealistic.