Not if you picked right the first time. Then your odds of getting the prize drop to zero if you switch. The gambler (or anyone else for that matter) might well think he picked right the first time and it is not about math.
What if you were betting your life? What if you made the initial choice under the threat of death and based your selection on whatever intuition, gut feeling, prayer, or god's blessing you think you had coming. Would you be so quick to change based on "probability". It ain't always about math. The question is not which option has a statistically higher chance of success, it is about what you would do in your ONE chance, not some hypothetical sufficiently large sample of events. People are not wrong for sticking with their original instinct
Sorry to get all deep and sh*t.