What am I cheating myself out of by reloading? I'll say preemptively that a sense of satisfaction/accomplishment/whatever is subjective. The important thing is getting enjoyment out of your purchase: if reloading accomplishes that, then by all means, reload away.
But it IS the truth. You won. You beat the game. You might not have done it in the method or condition you'd have liked, but you went from the start of the game to the end of the game with yourself as the victor. "I beat the game on deity". You have a deity victory screen to prove it.