That, I think, is the misunderstanding; It's not about the difficulty, or even needing to lose to see what we want to see; it's the inconvenience of getting back to the game after the loss. A lot of H games, especially HRPGs, reroute you immediately to the main menu after a game over, often forcing you to reload a save. This usually has me saving around every corner because I never know when content I want to see via a loss is lurking just ahead that will require me to lose and therefor reload. I don't mind losing, in fact, I enjoy losing to sexy monsters, but constantly having to be paranoid about seeing content that immediately renders my game progress null and void isn't too much fun. Could be a bit more "Would you like to try this content again after seeing the loss scene?" and less "You lost, hope you saved." I've spent some time trying to teach myself not to hug quicksave buttons in games but games with content on loss have kinda broken that just because of the cycle of seeing content I want, then having to load back in after.
TL;DR It's not about not losing, just the tedium of getting back into the game after said loss.