Keeping bets going on in a stable manner will make your bankroll last longer, but it will be harder to see profit coming in, because it's by raising bets on losses that you can cover the previous loss and still profit from the current bet. When you don't raise bet size, the tendency is to see the bankroll slowly going down until there is nothing left. There isn't an easy decision in gambling, as all of them come with risks and higher or lower profitability.
If you choose one way, you have to give up on the potential advantages of the other way you didn't choose. In the end, it's all about an eternal adjustment of strategies and methods, which are constantly being changed in an attempt to find the most cost effective playstyle.
Absolutely, there isn't a risk free betting method. Allowing bets to stay stable preserves your bankroll yet it limits gain, but raising bets on losses (martingale systems) could always fire back and clear you out before you know it. At the end, gambling will definitely profit the house, therefore method changes constantly will only slow the unavoidable.
They important thing is realizing it is meant for fun and entertainment, and should nit be seen as a dependable means of livelihood.