Yes, I just keep going as well. For one thing, if playing live for people, I always want to play through any mistakes.
For another, even when recording, I've found that stopping at the first mistake and restarting can set you up for failure. And it quickly becomes frustrating because you end up playing the first page a billion times, and the last page never.
I don't want to learn (even subconsciously) to associate recording with frustration. So I've decided I'm just going to record once or twice every practice session. And not listen to the recording until I'm done with my practice session. The goal is to have recording just be another thing I'm always doing, not some special thing that I have to get all revved up for.