We aren't always lucky and this Is the simple fact, even those people you think continue to play after winning and still end up winning more do also have times when they try to do that and they end up losing both what they had previously won and including their capital, so it all runs down to how lucky or unlucky we are at a given moment.
I also have had such experiences alot of times when I gamble and win, and I feel like gambling some more only to continue gambling and end up losing my previous won money and sometimes the capital as well, what I now do is quit gambling immediately I win, it doesn't matter when I started, I quit or simply withdraw some money and continue to play with the amount remaining, if I end up losing that, it's fine and not really a loss since I've gotten something out.
The obvious in gambling is that we lose more than you win, no matter how you your luck shine, just do a self evaluation on all your lose and win in gambling, you will discover you lose more than you win. its a lucky game but luck is not something we see daily its a once in a while, and we play gambling daily so tell me would you luck shine all day? No.
Every gambler has experienced same thing, using your winning amount to stake higher and at the end you go home empty handed, both your capital and the winning amount all gone, one thing about gamblers is that they are all greedy, once you win a bet, you won't just take your win and go home or cashout, you keep playing till you lose all.