Not trying to win is a means of protecting yourself against loss.
If you never put it on the line, if you never take a risk, you will not experience the pain and frustration that comes from losing.
You will also never experience the lessons, challenges, and struggles that push you to improve.
The perceived security that accompanies never really trying may feel like safety, but it is also stagnation.
You cannot make dramatic changes in your life and your person without vulnerability and without risking failure.
The most profound and permanent growth comes from the pain of giving your all and coming up short.
These experiences and their subsequent lessons are what shape your character, give you the courage to try new things, and fuel the fire for growth and improvement so that you do not have to feel this pain again.
But if you continue to test yourself, if you continue to put it on the line, and you continue to take courageous and vulnerable action, you will feel the pain of failure many times over.
The alternative is to feel nothing at all.
Not trying to win, in whatever arena you choose to step into, is tantamount to stealing from yourself, as you are robbing yourself of the opportunity to test and expand your limitations.
If you do not risk loss, you cannot truly live.