Being proud of a loss sounds weird until you lose to someone great and almost had them.

Results and performance come apart more often than a scoreboard admits. A narrow loss to somebody genuinely better can contain the best work you have ever done, and the record will show only the outcome. Pride in that is not a consolation prize, it is an accurate reading of what happened. The other version, winning easily against nobody, tells you almost nothing about yourself.

After the next close loss, write down the two or three things that went better than they ever have. That page is more useful than the result. Then take the one specific gap that decided it and work on exactly that.