Chess is a journey.
Chess is a journey, not a race. Each game is only a step down the road. If you win, it feels good. If you lose, it makes you stronger (provided you take the time to learn from your mistakes.) There is no great goal waiting at the end; there are only steps, and each one adds to the grand experience of the game.
If you look at it this way, it is almost better to lose than to win, as long as improvement is your goal. Winning is only a test of your skill, while losing gives you an oppertunity to improve. If you want to grind your rating up, like some RPG, then play against opponents you can beat easily and, arduously, add each inevitable win up, like a notch on your belt. But, if you really want to learn, you must, rather, play against opponents better than you and, probably, lose to truly improve your game.
Sure, winning is fun, but losing once in a while is worth it too. At least that's what I need to tell myself sometimes.