It's better to stick to one strategy because the truth is that there are no perfect strategies that can always work... switching to another strategy might just be another succession of failure...like you said, we only need to try out one strategy and one way to make sure it's a solid strategy is if you manage your risks properly with it... risk management is the ultimate thing to look out for when developing a strategy
Yes, risk management is important, and switching from one strategy to another is not the best decision. However, no one is immune to a prolonged losing streak during gambling. So, I think it's at times like these that a gambler may think that his strategy is useless and not working, and that he needs to try something else.