What I've experienced is the opposite. When I lose, it's difficult to sleep, especially if I play at night, unlike during the day or afternoon, because my mind is usually distracted by other things, so the loss no longer bothers me.

However, I understand why some players can't sleep when they win. It's the excited or the thought of how to use their money, especially if it's quite large, or it could be because they want to play again the next day.