It has to be this way so as not to expect too much when you might be disappointed The casino can disappoint us if we expect too much from it it's not something to ever be overconfident about That's why, as you say, it's better to have a lot of fun and not chase losses That's what makes us free in a casino and prevents us from being tied to expected good results because of strong disappointments.
If you are in control, you have self-control; there is nothing that will be able to convince you to be chasing losses. The convincing usually starts when the gambler goes ahead to stake an amount you will regret each time you lose it, and when it's lost, the only thing that will be ringing through the person's head is 'replace', which can only be gotten from chasing losses, which is more difficult to come out of than how easy it is to get involved.