That is greed and we should avoid it not just in gambling but everything in life. If we let greed take control of our actions, especially in gambling, we are bound in a lot of headaches. The key is to be satisfied in what we have. If you lose, let it go. If you win, even small amounts, be satisfied with it.
Gambling is sure addicting, by keep on playing it although it is small amount soon or later you will be consumed by it, thats why people never bother winning or losing but like you said if they lose they must let it go and if you win a little money you should get out too. So what is the point of gambling? To lose your money just like that?