Good question.
I think it has to do with culture. Conservatives for the most part don't believe that they are "fated to win". They think they must work to win. When we lose we pull back, regroup, examine what worked and what didn't and get to work again.
Liberals believe that they are fated to win. They believe in that "tide of history" malarkey. They Must Win! Believing that they must win they are unable to deal with losing.
It is also why they cry "cheat!" every time that they lose.