I don't think anybody gamblers without expecting to win. It will be preferable to spend money on other types of entertainment than to place bets on games you are not expecting to win. However, there are some cases, especially in sports bets, when you have lost hope of winning a bet. Maybe the team you placed a bet on is losing by a wide margin. Later, the team puts up a good performance and wins, making you win the bet. Such unexpected wins are more exciting. It's like recovering something you thought you had lost.
If I guess correctly, I think the instance that OP is trying to set here is when you have stake on some accumulator and at some point, you just lost hope that the game was not going to be successful because of how it is going already and after you have given up, you checked later and realized that you have actually won the bet. Although what you said is true, there's no gambler that wager some money without expecting to win, but what if you wager on the first go without expecting to win a jackpot but on your first try, you won millions of dollars from the jackpot, that will be surprising.
What make you excited is how and when the winning comes and how their are delivered to you as a gambler, truly anyone who have read what the ops wrote will understand his plight since majority's of us here have experienced something similar to that at some point in time while gambling.