But back when I played EVE (that's a very long time ago, the game's changed since)... I was playing as a trucker in low-sec, essentially carrying goods in somewhat dangerous territory. I was really lusting for T2 transports (blinged out trucks), and it was my goal to get one. So I trained and saved for months, until I finally could afford it. I'm not a very patient person, so I took it for a ride before it was fully fitted with the modules I needed for my protection. Some pirate jerk blew it up. It was insured, but I wasn't quite able to easily replace the modules I had lost. In one fight, weeks of my in-game time were lost.
In other MMOs, winning and losing can mean that you've wasted a few minutes of your time. In EVE, it can mean months of wasted effort.