We're only human after all...and this is something I think game shows like Deal or No Deal really distort, albeit in a harmless way - the contestants are usually ordinary Joes like you and me, but they're elevated, for a brief period of time, to a superhuman status, as the carriers of the hopes and aspirations of all the other ordinary Joes watching at home, who live vicariously through those contestants.
This is why we felt the same euphoria as players who won big, the same gentle endorphin rush when they beat the banker and took home a tidy wad of cash to enjoy their lives with...and why we felt so heartbroken when the player squandered the lot, and, much worse, why we felt a sense of unjust denial when the game was a trainwreck from start to finish and they never even had the chance to make a life-affecting decision. Deal or No Deal, at least as we came to interpret it, was a way of playing out our own dreams and fantasies without ever having to take the crushing losses ourselves.
I think basicasic wrote about that a few months ago in greater depth, or wakey in his essay on the origins of Wakeyism. Or maybe no-one's mentioned it until now, in which case I'll happily take the credit...