It's nice to see a bit of reality in the anime since it already lacks so much but there's only one thing wrong with it: the Pokemon anime isn't real. It's fiction. Just like with all fiction, it's not meant to mirror reality in every way. We expect a payoff for sitting through and watching it whether it be accomplishments, a lesson, etc. Sure, someone not always winning is good one or two times but it gets repetitive after that. Just like Ash, May, and Dawn losing. Again. And again. And again. It gets repetitive and you start to lose interest as you get older.
Of course, the writers of Pokemon certainly get this. It's almost certain. It's just that they are aiming at new kids every generation so they can get away with it. The news kids cheer Ash, he loses, new kids cycle in, they cheer, he loses, etc, etc. Thus they can get away with this. You know? How many kids anime have the main character losing at the end? Not many. Many kids probably don't see this kind of stuff until they get to things like Pokemon.
Does it suck? Yeah, for the old guys like you, and the regulars here, and the regulars of all Pokemon anime forums all over the internet. It sucked for me too when I used to watch regularly. But you know what you're in for before you watch. You know it's already poorly written so a lot of stuff isn't going to be great. Poor animation, poor characters, poor plot it's nothing new for the old guys.
Sure you can complain about it but you already knew what you were in for: a show that isn't great, aimed at kids, and where Ash and his friends won't reach their goals until the end. So just enjoy the ride if you're watching it. Or simply skip a generation like I did with V and wait for the next one.
Yes, losing sucks. No matter what, it does suck. But it's easier to cope with when you already knew it was coming and you chose to go through it anyway.