Earnings are earnings, we should be thankful if we profit from gambling. So I guess walking away with a winning is always a good idea. gambling that winnings might result to loses. It's like having the money but in the end you just lost it. I've experience losing winnings before. I created 0.5btc from 0.005btc. I didn't walk away with it. Now, I regret that decision of gambling it. Greed is our enemy.
It is better to always withdraw or send our profit to another account and play again with the initial balance. With that method, atleast we can play again next day and if we were lucky enough, we can keep our initial balance for a longer time and save more profit at other account.