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.
When you playing gambling, you should aware about the lose that can come. If you already know that, you will be careful and not spend much money instead just want to have fun. When you lose the money, you will consider that is the money you willing to pay to have fun in gambling so you will not recover the lose money but let it go. You can accept the lose because that is the risk of playing gambling and if you don't want to lose the money, you will do other things. It is about how you can realize the fact of losing the money and what fun you will get from gambling.