I think it will be proper to say that gambling dont makes us sleepy, if not we are already playing same game for hours 
And of course when we are winning we cant sleep, because greed forces us to win more and more, or ty to win back what was lost. Imho gambling give such emotions, that keep person awake for long time. I dont know what is secreted in our brain, but that makes us continue gambling non-stop, and we would stop only if our body feels really exhausted.
I believe that the gamblers you are referring to are those who have the wrong approach to gambling such as making gambling a place to multiply money or to earn income because in most cases that kind of mentality often makes it difficult for them to stop in a win or lose situation, simply when they win they will continue to be greedy and when they lose they will continue to try to recover the amount they have lost, meaning that the topic created by the OP is most likely directed at gamblers who play with the wrong mindset and goals, because if for example we are responsible gamblers then I don't think the situation of winning or losing should disturb our sleep time. And of course when we are winning we cant sleep, because greed forces us to win more and more, or ty to win back what was lost. Imho gambling give such emotions, that keep person awake for long time. I dont know what is secreted in our brain, but that makes us continue gambling non-stop, and we would stop only if our body feels really exhausted.