This only happens if you are very emotional or you are already quite addicted. A big win will generate adrenaline and excitement but you must be able to control yourself and it should pass soon. If it does not pass soon, then you have a problem.
If you are too stressed then maybe you should lessen the amount of money you gamble with. Some people might be genuinely distraught because the money they just lost would actually be something they need in order to survive that is why they are losing sleep over it.
If that is happening to someone then it means they are already addicted. If you cross that bridge it is hard to get back from it. Someone who is not addicted will never risk money that they need or savings.