I also read about some similar research on video games: when hooking machines to the brains of people playing Super Monkey Ball, they found that the biggest burst of reward was when the players died. They explained this by saying that that's when the most learning occurs.
I notice that myself when playing some games - "awesome, I just died ! I have to start over". For some games, Losing is fun.
It should be noted that death is funny and pretty in Super Monkey Ball.
I was somewhat disappointed to find a lack of Magic: the Gathering players on LessWrong when I asked about it in the off-topic thread. You see, competitive Magic is one of the best, most demanding rationality battlefields that I know about. Furthermore, Magic is discussed extensively on the Internet, and many articles in which people try to explain how to become a better Magic player are, essentially, describing how to become more rational: how to better learn from experience, make judgments from noisy data, and (yes) overcome biases that interfere with one's ability to make better decisions.
Because people here don't play Magic, I can't simply link to those articles and say, "Here. Go read." I have to put everything into context, because Magic jargon has become its own language, distinct from English. Think I'm kidding? I was able to follow match coverage written in French using nothing but my knowledge of Magic-ese and what I remembered from my high school Spanish classes. Instead of simply linking, in order to give you the full effect, I'd have to undertake a project equivalent to translating a work in a foreign language.
So it is with great trepidation that I give you, untranslated, one of the "classics" of Magic literature.
Stuck In The Middle With Bruce by John F. Rizzo.
Now, John "Friggin'" Rizzo isn't one of the great Magic players. Far from it. He is, however, one of the great Magic writers, to the extent that the adjective "great" can be applied to someone who writes about Magic. His bizarre stream-of-consciousness writing style, personal stories, and strongly held opinions have made him a legend in the Magic community. "Stuck in the Middle with Bruce" is his most famous work, as incomprehensible as it may be to those who don't speak our language (and even to those that do).
So, why am I choosing to direct you to this particular piece of writing? Well, although Rizzo doesn't know much about winning, he knows an awful lot about what causes people to lose, and that's the topic of this particular piece - people's need to lose.
Does Bruce whisper into your ear, too?