It's true that each game has different odds, like sports betting and casino games, for example. In sports betting, a gambler can choose odds that are measured according to their betting courage. However, in casino games, there's nothing you can measure. Everything depends on luck, and that luck can never be measured. You never know how lucky you are at a given moment. You never know if you could have won much bigger if you had continued playing at that moment.
I'm one of those gamblers who prefers casino games over sports. There's no way I can measure anything to even get an indication of a win. I usually stop when the first win occurs.
Luck is a fickle thing, and when you play you don't know what you'll get, but with chances you can choose the odds you want, or get a big parlay with a small bet that can bring you a big win. Although in reality I do this very rarely, for me it's better to choose an event in which I'm confident and get a small win and satisfaction from the win, than to hope to get a big win someday.
That's the problem. Luck is a volatile thing. We never know when it will come or go. This is why a gambler must have the skill to stop at the right time. Overall, it's more enjoyable to bet on sports because we can see the odds and adjust them to our abilities and courage, even though winning is essentially speculative.
I, like you, prefer small wins to hoping for significant, yet elusive wins. The point is, gamble according to your abilities and beliefs without any coercion from anyone.