The winners do, and the fans of the winning teams do. Well i'm sure some of the losing teams are ok with losing but what they really strive for is winning.
Do you think you might be living an over protected life where nothing is ever allowed to make you feel insecure? If someone engaged in a sport couldn't stand to lose they would never take part would they? But they do. What does that tell you?
Some of them are too young, like my nephew, usually when kids don't get their way, they get upset. They hate losing anything. And some men are just grown up boys that feel the need to win to prove themselves.
There are plenty of things that make me feel insecure, it has nothing to do with sports.