It is a strong self control mechanism to have the principle of immediately quitting gambling, even upon winning it. It shows how you are able to resist the human tendency to become greedy and therefore always want more when you feel like you are winning. Keep your wits to say when enough is enough since it is that capacity to slide at the appropriate time that makes the difference between those who are in control and those controlled.
Yes, it's true that you said this is one of the strong mechanisms in terms of self control and I think only really wise people can do it because when we gamble, the urge to keep betting is very strong so most players will lose control at that time.
I agree with what you said, the difference here is in those who are in control and those who are not. I myself have experienced a point where I was at the lowest point because of addiction and it made me learn a valuable lesson.