It's not that we can't sleep when we were winning, but actually, we really don't want to sleep or take a break and rest, since why should we consider doing that in the middle of our winning momentum?  We will try to last long when luck is currently taking place.

But seriously speaking, if that winning gambler or a person that just come from winning in gambling previously or recently, can't sleep literally even if they badly want to, then that's a serious health issue.