What is this "etiquette" you speak of? We are talking about illegal (in most cases) under the table gambling. Are we really supposed to abide by some sacred honor amongst thieves bullshit that allows hustling and dishonesty to be okay?
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In every human interaction there are unspoken rules and certain courtesies. Otherwise people could not transact at all.
Among those who play pool for money the courtesy is that the winner should play again. That is just how it is. People who get a one and done rep usually find that they don't get any action unless the number of sets is agreed on.