swestrup comments on Why Support the Underdog? - Less Wrong
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My first thought was to assume it was part of the whole alpha-male dominance thing. Any male that wants to achieve the status of alpha-male starts out in a position of being an underdog and facing an entrenched opposition with all of the advantages of resources.
But, of course, alpha-males outperform when it comes to breeding success and so most genes are descended from males that have confronted this situation, strove against "impossible" odds, and ultimately won.
Of course, if this is the explanation, then one would expect there to be a strong difference in how males and females react to the appearance of an underdog.