Gambling under pressure or frustration may make you go beyond your plan. It can also make you to make wrong decision from your bet. So it's better to do away with gambling during this period.
This is the most reason I'm thinking why I see gamblers end up with heavy losses.
It's not that they are chasing their loss as even with that purpose, we can still control ourselves. It's also not that they need urgent money, how come they can gamble if lacking money in the first place? Most probably the worst situation is being under pressure.
This situation is when you have little money but want to pay a debt of much money. In such cases gamblers may decide to use all this little money to gble in other to make more so as to pay the debt.
Heavy losses are mostly because of under-pressure. In that situation, gamblers aren't able to think properly because of their aggressiveness to win. As a result, they will always engage in high bets that eventually will lead to the depletion of their bankroll quickly.
It varies from individuals. Some make more loses from being under pressure while others may be from the other two points. in any way it may be, one just needs to avoid gambling under any condition that may affect you.