I notice this many times, sometimes losing is not really the only problem in gambling. Winning can also be a problem if we don’t know how to control it.
When a gambler wins big, the feeling is different. You feel confident, you feel lucky, and sometimes you start thinking that maybe you can win more if you continue. That is where the mistake usually starts. Instead of taking the profit, some gamblers increase the bet and play longer. Then after some time, the profit is gone, and worse, they even lose their own money too.
So maybe the hard part in gambling is not only accepting losses, but also controlling yourself when you are already winning.
Have you experienced this before? Winning first, then still ending the session with nothing because you did not stop?

It is something I have personally never experienced because I have never had a big win which had made me lost control over my session or personal finances, but I understand the point you are trying to present before us here on this thread...
It only takes a look at what has happened repeatedly to lottery winners: they become millionaires or billionaires over night and after a few years of reckless spending, they end up being poor again.
Easy money comes and goes, thus actual easy money does not actually exist in the way so many people believe.
Also, when people win a significant amount of money because of good luck, then get cocky and believe they are invincible and can continue to get even more from the casino, in the end they are left with nothing else to gamble in their budget.