Self-exclusion is a way to completely stop gambling. If you feel truly confident in this decision, there's no turning back. If you violate self-exclusion and the casino finds out, your account may be frozen, and your assets, including all your winnings, will be confiscated. Therefore, self-exclusion is a wise choice if you choose this.
The management of the casino is not supposed to allow one to get into the casino if one has decided to opt for self-exclusion, though.
It is not fair if the casino allows someone who decided to self-exclude to enter their facilities, so they can continue to gamble, the casino will still keep all the losses of the person and only investigate if the person actually manages to earn money from the session...
The right thing to do is not allowing those people, who happen to also be addicted to gambling, to enter in the first place, that would save both the casino and gambler a lot of trouble.
Sometimes those who decide to go for self-exclusion are not even mentally ready to such commitment and end up like the woman in the news which was shared by OP. Losing their money to the government, even after hitting jackpot.