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`".