Nothing wrong with that at all.
It's when that confidence leads, not to more betting, but to betting way more than usual. Eventually you can raise unit sizes, of course. But even then you wouldn't raise it too much at once.
Otherwise it makes perfect sense that the more you win the more confidence you have the more you "continue to gamble" as there would be no other good reason to keep going.
When that confidence starts turning by itself into larger bet sizes, it can be trouble in sports.
Even the best of em won't use a Full Kelly but a fractional Kelly to stay alive in sports betting and often they only use it when the prices are closer to even money and low vig.