Because at the end of the day most of us including me obviously have a condition where we are fully aware that this is a difficult thing but sometimes try to force it just because of ambitions that are sometimes much bigger than we imagine.
You're right, we are people who always seek to be better at what we do and in the game we want to win, sometimes that desire is what leads us to make mistakes that we can't turn back after the money has been lost, but if we control our ambition from the beginning and think only about what we are willing to lose, ambition doesn't appear, because when we win something respectable, the best thing to do is to withdraw that money.