I dont know how others do it but mine is simple. I am not addicted to gambling so I follow every rules diligently. Although sometimes we tend to be ignorance of some rules because of greed. Whenever I lose, am not happy I lost, but it does not get to me. Ill just forget about it because the money I lost was already forgotten the moment I decided to gamble. This is how every gambler should react towards losses.
Losing certainly won't come with a good feeling and most gamblers are not able to process such emotions because they are not mature enough mentally... It's normal to feel unhappy when you lose but just like you said, you don't allow those feelings to get to you... it's the responsibility of the gambler to suppress those negative emotions otherwise it can propel the gambler to start chasing losses.
I am sure no one feels happy when they lose in gambling, because feeling disappointed when losing in gambling is a natural thing for everyone. but for those who do not have emotional control, when they lose in gambling, there is a sense of curiosity to continue the game in the hope of being able to catch up on the defeat. This is what causes a person to become addicted to gambling and is closer to bankruptcy because they continue to add capital that will be spent when they lose