I would prefer to take a full break from gambling rather than only taking a self-exclusion from one casino. But since I don't gamble every day, I don't think there's a need for doing that. Gamblers just need to gamble responsibly with a small amount that wouldn't affect them, because there's no guarantee of winning in gambling.
Honestly, I have never thought of self-exclusion before, because I know when I'm going wrong, and I don't usually do anything other than accept it and move on, regardless of the amount.
No player wants to think about complete self-exclusion because they think they're in control and will excel at it, even if that's not true. I haven't reached this point yet and haven't used self-exclusion, but when I experienced some of my biggest losses, I simply stopped playing for a few months to think things through, cool off, and look at life and finances from a different perspective. It was hard, but it gave me a lot of mental strength as a player; now I don't give myself the slightest chance of losing more than I should.