Often when we keep losing by a very small margin our mind automatically tries to find a reason for it and making us feel as if someone is watching or deliberately causing us to lose.
That's the reason why some gambler find it difficult to accept losses, they always want to have a special reasons for themselves that will make them feel okay or have the need to fight back at the bookie so that they can win back what they have lost to the casino. If we actually feel that someone is preventing us from winning outside the normal circumstances of gambling, then the person is just being delusional.
I don't know why most gamblers normally feel bad about losses it is normal thing that is already in the game so the best we need to do while gambling is to accept it with a full heart and not by complaining after the outcome doesn't work for you. Despite that money is involved in the game doesn't mean you would be on lucky streak all the time without losing that is not the games works, we need to put ourselves together and accept any outcome without regretting at last.
For me, it's a normal reaction for a gamble to feel bad when they losses, it's how you are going to accept and just move forward. No need to find any excuses, it's just the breaks of the game, and this time, it didn't go your way. Although others might feel differently just like what the OP describe, and it seems to defy what we know off about gambling. But then again, we are putting money in the line without knowing the results are, which means if we lose then our mind will find a way or reasons for losing when we thought that it could be a guarantee win for us. I wouldn't say delusional, I don't what to put it that way, our mind is just playing tricks on us to protect ourselves not to mentally lose.