Randomness is a very interesting topic to study.
What seems a little bit counter-intuitive, but is absolutely true: It's just as likely to flip two heads in a row, as it is to flip a heads and then a tails.
This is just one simple example- but it shows how we tend to think that random should mean an even distribution of all possible outcomes. That's actually not what it means at all. In a way, it's kind of the opposite of what random means. Random means unpredictable.
If you're expecting to finally get a break after starting to have a losing streak, but your losing streak continues, then you didn't get what you were expecting -- you were surprised. That actually fits what random means a lot better than the idea of an even distribution of outcomes.
I admit it doesn't stop me from throwing an unwarranted hissy fit sometimes though.
So I guess the moral is, expect the unexpected.