Many users claim that they play for fun. At the same time, they do not hide the fact that all the money is lost one way or another, quickly or slowly. If you are losing money, then how can you enjoy it?
I wonder too. That's why whenever I go on a losing streak, I stop and take a break. There's no fun in losing, even though the thrill is there while you're spinning, rolling dice, or watching a sports bet unfold. But once you lose, that excitement quickly turns into frustration. So it's better to step away, clear your mind, and maybe continue later when you're in a better headspace.
If you're only chasing wins, you'll end up frustrated when you lose. Instead, focus on the excitement like you said, the real thrill comes from playing the game itself. No one enjoys losing, especially when real money is involved, but if you play for the experience, not just for a win, every game becomes more enjoyable.