No. I suppose if I missed all the Wonders I was going for (GLib, GLighthouse, Oracle, Taj, Pyramids) I would probably be losing the game and eventually quit. If I lose Lighthouse or Pyramids, I’ll go capture them if someone nearby has them. There’s not much point in capturing the others. But if I lose 1 or 2 and can’t capture them easily… I’ll shrug it off. I can have a great, fun game with just Lighthouse and none of the others. Or just Pyramids and GLib.
Same principle applies to missing Liberalism or missing all the GP techs (Economics, Physics, Communism, Fascism). Missing one or 2 is fine; missing all of them would be the canary in the coalmine.
What really annoys me is when I chop a whole bunch of forests into a big wonder (Pyramids, usually) and then miss it. Failgold is nice, but if I wasn’t going to get the wonder I’d sooner have saved the forests for something else. Quite often I’ll chop everything to one turn of completion and then chop 6 tiles at once to ensure I don’t waste them.