Since I do online gambling, I don't feel this kind of pressure. I can stop whenever I want or when I have used all of my money. I don't feel embarrassed or what.
This pressure only happens when you have a fixed budget for gambling and you are already depleted that. Otherwise, there's no reason for anyone to feel any pressure if opponent wants to play more. But that's when your good behavior will come to your rescue and it is always better to politely say no. I personally have visited casino in Nepal few years back during one of my expensive vacations and I mostly played the slot machines. It was a one of a kind experience for me because I had never visited a casino earlier. That certainly doesn't happen in online casinos because you mostly pay against the house instead of an individual.