It's not that we can't sleep when we were winning, but actually, we really don't want to sleep or take a break and rest, since why should we consider doing that in the middle of our winning momentum? 
We will try to last long when luck is currently taking place.
But seriously speaking, if that winning gambler or a person that just come from winning in gambling previously or recently, can't sleep literally even if they badly want to, then that's a serious health issue.
Yes, it happened to me as well. It is like the excitement is still there but even if I try to sleep, I still can't. Maybe because I'm still overwhelmed of what happened? I think this is better than losing and then can't sleep. The reason is because we are thinking about our losses. We will try to last long when luck is currently taking place. But seriously speaking, if that winning gambler or a person that just come from winning in gambling previously or recently, can't sleep literally even if they badly want to, then that's a serious health issue.
There might still be people that can sleep peacefully now. I already experienced all of these and obviously, the best is the last one. The last thing that you said may not be related with gambling anymore. You are still right there. It can be insomnia already and we might have this even before we got involved in gambling. It is a serious issue if it occurs consistently. There must be a remedy for it and it doesn't really mean that we also need to quit gambling and winning over it.