You're right.
Sometimes even those who are considered to be responsible gamblers can also feel the heat of the gambling but what makes them different is their composure and attitude towards that situation, your ability to stay calm and maintain a leveled head in the midst of losses, not having the urge to engage in an unhealthy pursuit of losses and always making the right decisions, that's what makes you a responsible gambler.
Nobody likes to lose money. The fact that we advise people to gamble responsibly by betting with money they can afford to lose does not imply that when they lose, they are happy. However, even if such a gambler is disappointed because he did not win, his finances do not suffer because it is only an amount he can afford to lose, making it easier to get over the loss.
A gambler can easily engage in an unhealthy gambling practice because gambling requires losing, and there is often a temptation to recover from the loss by placing more bets, but with discipline, a gambler can resist the urge to chase losses and avoid further losses.