Building a bankroll is an inherent part of being a poker player (at whatever level you care to talk about).
Its appears to be part of poker lore for numerous players to discuss their path to success was via losing multiple bankrolls along the way (Daniel Negreanu, Phil Helmuth etc. etc.). I think it a bit of a cliché in this modern era.
Players can now learn to play via play money on various sites, they can graduate to micro-stakes and then increase their stakes as they progress. These scenarios did not exist until recently. However, as someone who learnt to play on-line with play money (no choice in the matter) I took building my play money bank roll seriously as many others do (even if this was 'looked down upon', some pros now admit this is a valid poker path to take).
Now, like everyone else here, I concentrate on freerolls and am slowly building a bankroll on a couple of sites. As this has taken time and effort, I honestly do not comprehend how people squander their bankroll, or would even consider loans. I figure the only way to test oneself is to work up through the ranks- to build from nothing and that of course includes managing a bank roll along the way. After all, if you cannot accomplish this, then you are never going to be a serious player.