Gambling using your winnings is kind of playing for nothing, because you are just gambling money you didn't knew you would have. So lose it or double it again, it doesn't matter. Just don't lose the bank roll that came from your pocket. But then again, what if you just withdrew all your winnings including the bank roll that came from your pocket that would mean you won some thing and gained money instead of gamble again and lose the winnings.
I think keeping the bankroll safe will mean the guy can play again next time if he lost all his profit after continuing his gambling. Anyway, people should not be too greedy when they are winning. I would have suggest that if they already doubled their bankroll they must stop. Stopping when you are winning is the best way to secure a profit from gambling.
Indeed this is what we can call entertainment. Because you don't need to worry about the money you wager since you already saved your bankroll. Losing all the one you are betting is no longer make you frustrated because you just play with the money you win from the house.