Every loss is frustrating for me.
The Cuevas one in Valencia was a little embarrassing after being two breaks up in the 2nd and seemingly cruising, at his own tournament no less.
Of course there's the AO this year (one of the worst) when he was two sets up against a much lower ranked opponent. That one was a complete mystery to me.
I think he still had an ankle problem that day. Wasn't he on painkillers that stopped working during the third set?
For similar reasons, I think the RG 2002 final must have been most frustrating for him because he was far from 100% physically (also ankle). I find it annoying that many people (not JC fans) don't seem to know about the injury he was suffering during the second week and think he just choked the match away.