I sometimes do it on Pinball Arcade, usually after an early cheap drain or I do something stupid on the first couple shots, and still feel like a coward for it, and have been trying to get out of the habit. When I am down a ball early, I tend to play better for it, and sometimes end up with a massive haul on the next ball. Probably pick up a couple extras in the process and it's a whole new game, often with more balls left than I started with.
This morning playing MM on TPA, I blanked and missed STDM on a ball orbiting fast on the joust loop. Brutal, but it was my fault. I resisted that urge to back out and quit (because pause-quit is so easy). Next ball, I wound up winning Royal Madness and activating Barnyard Multiball where I had three balls falling from the jets at the right flipper, and machinegunned them on the fly into the joust, peasant ramp and catapult for huge points. I was so dialed in after a complete whiff. Next few balls were nothing special, but it was a respectable 210 million score in the end.
Would never do it on a real machine, not that I've ever owned one where I can just abort and start over. I plan to get on a live MM at a location (only one around I'm aware of) next week after Christmas and 210M is now my score to beat.