I think it will depend a lot on the person's personality. Some give up when they lose right away, others end up persisting precisely because they believe that learning more will change the outcome. In the game, experience ends up teaching more about limits than about winning, you know?
Indeed, it's something of personality, as we already know we don't all see gambling the same way. There are those who can handle losses and continue as if nothing happens, not just because they use little money to gamble but because they already know that's how gambling is, but we also have those who are not patient, and every little loss discourages them because they just think it's easy to win and consider the system not to be fair each time they lose.