No, never. The only cases where I lose is when I set up a goal for myself, intending to hone my skills and push the boundaries of virtual entertainment further than any video game developer would dare to go.
Games are designed with the common people in mind. They are designed so that even Average Joe will have little to no trouble achieving his goals if he puts enough time into understanding how the game works and amends his execution. Because of this, one who claims to be a gamer yet fails to turn up the games' difficulty a notch without experiencing setback after setback can be seen as nothing more than a failure. Not just as a self-proclaimed gamer, but as a being in a world where the fittest, more refined individuals prosper - while the weakest fall.