I can't remember this kind of event happened with me because I don't gamble big amount and not I am a addicted gambler. If I lose a certain amount, I quit and do something else to forget the loss. To be honest, I am so much fond of gambling at a row. I gamble a little time only.
Then that tells you are still a lucky guy that never experienced this kind of shame. But it doesn't mean just because you are not addicted to gambling, you can't do this. Although, for someone like you that doesn't go big in gambling means you're in good shape.
But for the other intensive gamblers, you will hear out their experiences including walking home without anything left. Spending every last cent of their wallet but for sure this made them understand that they shouldn't do it again and taught them a lesson.