It's a normal scene and you already know the reason why they'd do that.
That's a bad thing that people must avoid because that will not gives them a chance to gets their stuff/thing back. They don't knows that continue playing gambling can makes them losing more money. It's better they stops and leaves the casino to prevent the next losses. The situations will become worst if they want to continue playing gambling because their minds will not thinks about the losing they gets.
Multiple factors affect a gambler's brain to act this way, although most people would tag it addiction. It's a symptom, especially when the gambler begins to sell his property to generate money. But the major factor is the expectations gamblers have within, before gambling. They, before gambling, already think the game will fetch or add more money to their resources. Once, that has been instigated on the player's brain, he wouldn't stop gambling, unless satisfied with a sustainable win. Continuously endangering the situation, by participating constantly in the act will lead to addiction.
The reaction can as well be exhibited by non-addicts, in unexpected days. You could see them leaving the casino wearing a frowned face. Due to their expectations not being met, the gambler doesn't feel comfortable leaving the casino with no money. Which he may have budgeted on other expenses. Another factor is lack of gambling orientation. Naive players want to get wealthy via gambling and solve their financial issues. They are not told how gambling operates. The player sees himself chasing wealth with no sign of success.