Looking at it from another angle, losing in the Finals must sting more than losing earlier in the playoffs. Like you're so close, but lose. And if your experience in the Finals is more about losing than winning, what are you gonna remember more? That one tilme you won or those 5 times you lost?
On the other hand if you go 1 for 1, well you've only known succes in the Finals, without all those losses on the biggest stage. And all in all you have the same amount of rings. No one cares about who's second.