People like to believe that agency matters -- that is, they constantly underemphasize structural factors such as the effect of the economy on elections or the difficulty in winning Congressional votes beyond a party's strength in Congress. When one's side doesn't win, it's easy to believe that either they didn't really want to win, or in the sports cliche, they didn't want to win badly enough. Yelling and screaming is a good way to avoid that particular accusation, even though rationally there's really no case that extreme demonstrations of emotion are likely to be helpful.
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