What's the kayfabe threat of losing an ambulance match? That you have to go to the hospital? as opposed to being lit on fire or buried alive?
Sometimes it leads to the "loony bin"
Other times the implication is that this blood feud is so strong that the person will only be put in the Whambulance because they were beaten to death and need some time off.
Ambrose clearly won't give a shit and will be back by Smackdown/Raw. Hopefully driving the ambulance.