Usually I have came across few topics where they kept saying that when they should stop if they were winning, and I was like do they really understand why they are gambling?
I seriously did not understand what you meant on this part of your post, but in response to your topic title, I'd say "greed".. Once you start feeling like you have unlocked the secret code to winnings is when you've lost it all; that you won 5 times straight on the casino, don't mean that you should keep gambling. Also, I think some folks even go as far as giving themselves a daily target, which is also a very good way to instigate the loses.
Okay as a gambler it's always important to set winning limits or losing limits, this would also help you reduce addiction and also help you to manage your fund when gambling because they wouldn't be that carried away while gambling.
How do you just blend in so well that you get carried away from the fact that you can lose everything in your wallet, in just a brink? I mean, if a gambler is well disciplined, challenges like this wouldn't bother them that much.