Most/Many people play to win and find it more enjoyable, there are some people that play with the mindset that you are playing to win though, taking all advantages and strategies into account despite whether or not they might seem 'cheap' to the other player, and making an effort to not make mistakes in game
Just nitpicking here, but I just want to point out people playing to win (taking into account all strategies, disregarding cheapness, etc.) do it because it's enjoyable too. Not saying you said anything like this, but I see it all the time where someone comes and regurgitates "Play to win? You should play for fun like the rest of us." Everyone plays for fun. Competitive players simply find it fun to try and find the best way of playing within the framework of rules that is the game itself. It's a challenge to find the "solution", like a big puzzle.
To head this off, on cheapness, it simply isn't a problem. Why? Cheapness is pretty much just an annoying and shallow strategy - what you do is simply modify your own strategy. When what you find fun is modifying/improving your strategy to fit the situation, then well... need I say it? Those shallow, "cheap" strategies get punished hard and the player has fun dispensing the justice
Losing is a piss off. No one wants to lose, it just wouldn't make sense. If you are compeptitive, the whole point is to win / not lose. It doesn't ruin your life, but it is the worst possible outcome in the context of a game so you avoid it like the plague.
Really? Then let me ask... If winning is literally everything, then surely you feel exactly the same after being handed a win instantly at the start of a match compared to fighting tooth and nail for half an hour for the win? After all, a win is a win, right? And, if losing is the worst possible outcome, then playing at your best against a better opponent and losing is worse than playing terribly and winning against a newbie?
You mentioned the word "context" in your last sentence. You alluded to the context of a game. So when you say the whole point is to get a win, what you really mean is the whole point is to be better than your opponent. So it's not about just winning/losing. It's about being good. Being so good you are better than your opponent. Being competitive is about this very competition, not your two-dimensional pleasure/reward system that can't handle a certain outcome on paper. You said no one wants to lose, that it just wouldn't make sense. Well I want to lose. I want to lose against better players so I'll learn and improve. Losing is the best way to get better than other opponents and, by extension, "get wins".
Winning most certainly does not cause you to be better than your opponent. Being better than your opponent causes you to win. Your philospohy is backwards.