That is just the believe. Winning back the lost funds and chasing to get them back is the beginning of gambling addict for those who have not yet fully addicted and it is the continues way of addiction for those who have already addicted. And what causes the mindset is the pain of letting it go. When they loss, it pains them and they hope to win back their loss. And in the process of chasing the lose, they would win some few games which would gave them more morals to continue the chase and more lose will be secured.