What happens when you have a blackout / internet failure / computer error, or another random problem? You lose everything as well, and usually through someone else's "fault" (and no adrenaline for you :) ).
I used to play Mario 3 on the NES, and at the time my country had a bad electrical infrastructure, I hated going back to the beginning due to a blackout.
Agreed, this can be incredibly frustrating! Has never stopped me from playing the game, though... One time I even broke my keyboard (hit <esc> with a fist), but within minutes borrowed another keyboard and started a new champion... I guess when the game is good you can make your "users" (in both meanings) suffer through anything.
I used to play Mario 3 on the NES, and at the time my country had a bad electrical infrastructure, I hated going back to the beginning due to a blackout.