Care to elaborate? You lose in R1 when you're out of form and have LOTS of room for improvement but when you win 4-6 matches in a row to reach the final and lose there's the feeling one might have that he had given his best and still lost, thereby shattering his confidence.
Many players still win R1 even in their worst form.
And a few players can reach finals in their bad form.
So a loss in a final while he knew very well he was in bad form (injuries, health issues, lack of practice etc) doesn't really hurt, and in fact, they could be happy knowing that they can still reach finals in that condition.
Only one dimensional player reach finals only if they are in good form.
I give you an example (and this is a published quote): Federer said he would have been already happy had he lost in quarter or semi of 2017 AO.