It seems like having been unlucky enough to have been involved is already some flavor of losing.

So you're saying it had no winners? That doesn't seem right. We need a word to for the huge difference in outcome between Germany and the USSR.

Also, the USSR and the US both gained a lot from the war on net - territory, military power, international political power, domestic control. If Stalin had been offered in 1939 the choice between WW2 (knowing the eventual outcome) and eternal peace while Germany conquered the rest of Europe, he would have likely chosen war. The same goes for the US.