Humans want to win, so losing every time wasn't fun.
This needs to be a bit more qualified.
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.