And that's why one plays a positive expectation game.

Flip the idea around -- actually the coin flipping was a good analogy. If you are getting a humongous positive return, say, 50%, it makes no sense whatsoever to cut your sessions short so as to "bank wins." Obviously, if you have a 50% edge, you should just keep playing. Well, if the edge is just .5%, the same logic applies, although risk of ruin comes into play to a much greater degree. But stopping really won't affect your risk of ruin, so again, it makes no sense to stop.

Stop and think hard. If we agree that it makes zero sense, except for fatigue (which does count in vp), to stop playing a game with a 50% edge, how does the logic change when the edge is smaller? And at what point in the edge would the "new logic" of quitting when ahead kick in? Would it be when your edge was 40%? No? How about 20%? Still no? 10%? Five percent?

Do you see the logical flaw?