What makes player psychology unique?

Every time I try to set a strict budget for my weekend entertainment sessions, I end up violating my own rules within an hour. The moment I hit a minor setback, an intense feeling of frustration takes over, and my budget limitations are completely forgotten in the heat of the moment. I don't understand why my willpower completely disintegrates the second things don't go according to my original plan, and it's making me feel quite frustrated with myself.