I think it depends a lot on the size of the loss and how much you can afford that loss. Those who risk going all in (risking a lot, in fact) find themselves having a hard time digesting the loss, especially if they've invested a lot of money.
If the bet is small and I lose, I have no problem forgetting it a few seconds after the loss.
In the end, losing a few dollars doesn't change my life, but if I make a huge hole in my family finances gambling and lose, I don't think I'd be able to forget something like that.
PS: I would never go all in, even on a bet I'm sure I'll win. I have responsibilities to other people, and it wouldn't be right to do so.