This is very true! But that doesn't make it right.
Life usually has objective victory conditions. Even if you're playing by your own rules, the rules tend to be objective, because humans tend to care about the real world, not what we can convince ourselves.
If your startup fails, you are not going to wave a wand in your mind and say "I've won!" If you do, you will not feel fulfilled. You will not feel happy. Even if your startup was viciously heaving its death throes for years and you finally, finally pulled the plug, you will not feel "victory" in the sense you would if you were bought by Oracle and made a millionaire, because of your stock options.
Your employees will not sit around a table clapping, like this: https://www.youtube.com/watch?v=3nObH1R9ONw
It's very true that people try to convince themselves, following a loss, that they in fact won. They try to convince themselves that now they're free to start the next company, which will surely be a success, or that the person who left them wasn't right for them anyways, and that they'll meet someone new.
But in reality, the next company is sometimes also a failure, and the person who left you sometimes was your only soulmate, driven away by your workaholism or your nagging or whatever else you did.
We can lie to ourselves, but it's hard to truly deceive yourself. Think back to the times in your life when you've lost; you know what they are, and you know how they feel. When you lose again, and you will lose again, you'll know that you've lost then too.