I think one of the main things that can help players deal with negative consequences can be trust in staff.
I am on a game where I trust staff. That trust in staff makes not winning much easier for me than on some other past games. I am not saying staff there is perfect, no staff is every going to be perfect if they are human anyways.
But feeling like they intend to tell an engaging fair story makes it easier to deal and roll with the punches.
A storyline that has no failure would get boring pretty quickly. There is a reason why sandboxy everyone is happy and there is no conflict or competition games get boring super quick.
On games were staff has breached trust not only do I find failure a lot more annoying, but I am also much less impressed with the success of others, I feel much more grumpy about celebrating/rewarding success and I tend to give up even trying to succeed if I know the dice are loaded to speak.
I will never forget this guy pouting up a storm when people oocly refused to engage in scenes celebrating their amazing hero moments when we all believed with very good reasons and evidence that staff was making sure the won/spotlighted/couldn't fail and etc.
I was thinking staff can make sure this person always spotlight everything, but they can't hold a gun to our heads and force us to rp worshipping their chosen/destined hero.
So Tldr: if people trust that staff is fair than a lot of players will be chill, have fun with failure. But one break in the trust can ruin this - such as finding out staff favorites get huge xp gifts and etc.