This is beside the point somewhat, but he never lost to her in classical chess. But what he did was worse than lose. He once played a losing move against her but realized it was losing...and changed the move to one that didn't lose. i.e. cheated. He did a similar thing with Nakamura a few years ago, which was ridiculous to watch. His opponents didn't protest, for whatever reasons. I don't know if it registers in his mind that he cheats. Sadly, that's the character of the greatest chess player of all time. Hopefully Magnus keeps playing a while longer and takes that title.
The Polgar vs Kasparov incident https://en.wikipedia.org/wiki/Judit_Polg%C3%A1r#Kasparov_tou...
The Nakamura incident https://www.youtube.com/watch?v=7wcvtqVZndE
p.s. His name is spelt Garry not Gary.