Because they aspire to reign supreme.
Why Win?

Well losing is better for learning and improving but winning feels better. It's the desire to win that makes you want to improve.
@3
"It's the desire to win that makes you want to improve."
++ No, it's the aversion of losing that makes you want to improve.
All good players are sore losers.
@7
"Agressive players play to win, they don't fear losing."
++ No. Agressive players like Tal, Fischer, Kasparov loved to win, but even more hated to lose.
They were bold, but never reckless.
Hypothetically, someone might prefer losing. Feel free to share thoughts!