Kobayashi Maru test is a great example of losing even when committing no errors. Sometimes in life, there are no win situations that we must endure. Life is full of twists and turns that cannot be anticipated. It's about how you handle the situation of losing that you can learn from.
I remember a time when I was in grade school and playing little league baseball, we played for the division championship. Our team of grade school kids were really good and we had one of the best seasons that year. During the playoffs, we lost by 1 run to the eventual champions in a heated game. Our team didn't commit any errors and we played our hearts out, but lost the game. That feeling of losing a big game was hard on all of us at the time, but we eventually took that experience to heart and had a better season the next year. We felt that we should have won that game, but learned a bigger lesson in losing. Life is funny that way.