Regarding comps, i actually have gotten the most bonus offers,comps and cashback offers on sites where i have won BIG. They prolly want to entice me to play it all back.
This is why one should never feel ashamed when asking for a comp.
When I lose a lot without having much entertainment, I feel it's perfectly acceptable to request a comp and I don't agree with those who say it makes you less of a person. It's natural behaviour and there are none more guity of this than the casinos when they lose.
Many times after a big win, I find the casino ups their contact with me and they're practically begging me to return.
"A bonus just for you!!"
"Look what you're missing out on!"
"Have you played our new games?"
These are all aimed at trying to entice you back so they can being to recoup their losses. I think it's the same behaviour that's shown by many players when they lose, only now it's reversed.