Unless one's favorite is Federer or Nadal, having one's favorite lose is something the rest of us have to get used to on an almost weekly basis. At the end of Roland Garros there were 127 losers (not counting the failed qualifiers) and one winner. Next week we will have 86 losers and 2 winners. Few players experience more than 3 or 4 weeks a year when they are playing tennis and don't finish their last match of the tournament as a loser.
My favorite current player is Fabrice Santoro. I am thankfully very used to and comfortable with him losing. But when he has a good win it does give me a little lift