I've met people in life who would do that without a single blink. I had a poor friend who won a large amount of money and then decided that it would be a cool idea to double it because it was his lucky day and he lost everything. I also know some people who won a lot, withdrew but were regularly depositing some money back and in one month, they lost more than they won and had a huge debt.
I would say this is a huge mistake. People do it out of greediness and sometimes because of their inexperience. A player with some gambling experience should know that such big wins do not come every day. This does not happen with most of the gamblers. If someone wins a life-changing sum of money, they should never continue to gamble and take the risk of losing it again. I would withdraw them directly and enjoy the winnings.
I've had such a dream too, opening a position on Binance futures with 20x leverage, the price going up and me earning thousands of dollars per second. It was so realistic dream that I checked my Binance account multiple times.
Believe me, I checked my account too. I even remember that I even pinched my skin multiple times in dream to make sure I am not dreaming. I was feeling the pinch but later woke up realizing all happened in my dream.