I never actually lose a game, since I don't complete any games in which I'm obviously not going to win. I play on Prince difficulty, and I play for pleasure. Losing isn't pleasant
I used to think that way too, so I can definitely relate. Until I eventually figured out that a lot of those games which I thought I was 'obviously not going to win', I actually could win. And often not with all that much difficulty, surprisingly. I'd see an AI run up a huge score early, and think I didn't have a chance- either they'd conquer me, or outscience me or both. So I'd throw in the towel.
It wasn't until I actually decided to finish some of those games, that I realized that,
A) the player almost always starts out slower than the AI on difficulties which are at least mildly challenging to you, but where you blow them away is in the endgame, once you intelligently build up your empire and the resources you need to meet your victory condition. If you're playing it right, you will be the one that ends up snowballing for a runaway victory, later on. Science and culture victories are usually this way for me, presuming a small civ and no domination on the side. Just can't let the silly score or assumptions about the AI's capabilities get you down.
B) All AI's are dumb as a frickin' box of rocks. You see their score shoot up past yours, you see them building more modern units than you, you see them conquering other civs, etc. Depression sets in, then you quit. Too easily. Many a time I've been in that very same spot, and ended up winning. As often as not, a civ you think is going to molest your butt ends up petering out or getting sidetracked, or even just mysteriously slowing down and doing not much of anything for no apparent reason. Just assuming you're beat without playing it out, is often your mistake. It definitely was mine, in the past.
Example: just the other day, China had me beat by two whole eras in the tech race. I was just getting gunpowder, she was building modern infantry and the statue of liberty. But I was doing well with my small culture civ, and I ended up beating her, even though she built the apollo program long,
long before I ever got close to starting the utopia project. But even though she'd blown away the whole world in science, had the best units and a sizeable military equalled by none, she just dinked around for the last century without ever building a single piece of the rocket. Assume you are beat, and you will be. Fight it out, and you
will often win.
I'd bet you anything, that a good portion of the games you've quit, you probably could have won handily, if you stuck with it. This is experience talking