To give a serious answer... Because you are the only reason you lost. Playing a team game you can blame your partners. In shooters and such you can blame lag. In single player games you can blame the designer for making it too hard.

But in chess, it's you. You could of won if you didn't make that mistake or had a better strategy or saw what the other person plan was earlier. There is no one and nothing else to blame. You caused yourself to lose at the game.

Good news is you can improve yourself with practice. You can learn new strategies. You can improve board vision. You are only limited by how much you practice and study.

One other thing if this applies to you, if you just started on an online chess site like chess.com or lichess.org they don't know your skill level so you go against people at, I think, 1000 elo. That's basically the line between advanced beginner and early intermediate. It's like starting school in 8th grade, you fail the test and they move you down, you fail again and they move you down, you pass this time and end up in 5th grade. After some learning in 5th grade you move up to sixth and where you failed before you are now better and smarter so you pass now. You go up and down regularly but hopefully your long term trend is your ability and rating increases.