It's the general rule of fiction to the point of being a near Omnipresent Trope, with a few exceptions.A loss provides the hero a chance to learn valuable lessons like humility and resilience, an opportunity for Character Development, and keeps the villains fresh and threatening.After all, losing in Acts 1 and 2 doesn't mean a hero won't beat the villain in Act 3. A Failure Hero might make some headway against a rival in the first or second round, but the rival neatly trounces them before the end credits, sometimes thanks to a Diabolus ex Machina.
This, of course, tends to rob a given episode or movie franchise of dramatic punch when the viewer's reaction to a hero making steps to resolving their lifelong goal is "You're Just Yanking Our Chains!
" Behind this is usually the idea that the hero sucks that much.
Plus he's the hero; the side of good is in an eternal struggle with evil!
This is especially common in comedies where the hero is a failure of some kind or where advancing his goals would end the show. Not as prevalent as its sibling, but still common enough to warrant its own trope.
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The Small Steps Hero will become this in a truly Crapsack World.
Please note that being saddled with the pesky Status Quo Is God or Failure Is the Only Option tropes isn't enough to qualify someone as a Failure Hero; they must fail at not only the thing the shows says they can't succeed at, but at nearly everything else due to continual plot contrivances.
Compare Super Loser and Super Zeroes, the latter being the comedic version. Usually falls prey to What Measure Is a Non-Badass?