I'm trying to find that interview.
Humans want to win, so losing every time wasn't fun.
I personally love games where the skill gap is SO HUGE it seems impossible to win at first. I get my ass kicked for months and years before becoming any good. Go, Quake, Elastomania... Losing doesn't trouble me at all.
On the other hand, "reasonable" games where advancement is assured, the skill curve mostly flat (I can beat top players with a bit of luck or the right items / grind / setup), hold no appeal to me whatsoever. Diablo & co.
I'm on basically the same boat. One of my biggest frustrations with my gaming friends is that they can't ever lose. Sometimes they can't even win unless they win by enough.
When I play games I'm there to have fun. Trying to win is fun, winning is fun, losing is also fun. It's all fun.
DotA, LoL, etc would be games I'd play a lot if the community weren't the shining example of "can't lose, or even win by less than they `should have`".
The point is that a game with such a gap as go is fun of you have a ladder of increasingly stronger opponents to play with. 20 kyu, 18 kyu, 16 kyu, etc. If the AI is a dan player, whatever it means in Quake, the gap is probably too wide for many people, especially since games started to be easy to win to retain players.
Fighting 13-year-olds in Call of Duty or League of Legends is less fun (provided you don't play much like me), because often you'll drop dead for reasons you can't divine, or anything you try loses the game with no feedback on what worked and what didn't.
(Full disclosure, I'm one of the people who doesn't take losing well.)