For the champion athlete, losing is painful. It is so painful, that a champion will do anything and everything to avoid losing.
This means spending countless hours practicing and preparing for a competition. It means focusing their entire existence towards the pursuit of physical and mental perfection such that they are able to regularly beat other very talented athletes who also are trying to win.
In sports like ski racing all of this effort can be derailed by one single mistake. Unlike basketball where an athlete can miss an easy layup, but still score 40 points and lead their team to victory. Or in baseball, a batter can strike out on his first 3 at bats, but then on the 4th time up to the plate hit a home run to win the game. A ski racer who makes a single mistake and misses a gate is out of the competition with no chance at all to recover and win.
Then to be the expected winner in the Olympics, an event that happens every 4 years only creates more pressure. Imagine the entire world watching you compete along with a nation watching your every move and the press chasing you for interviews and building you up to being superhuman. In order to win under such pressure you have to trick your mind into believing that none of it matters. To win and especially to win on the worlds biggest stage you must only compete for yourself.
Mikaela Shiffrin, for whatever reason had a couple of off days in Beijing. She missed a layup. She had a few strikeouts. However, she still remains and always will be one of ski racings most talented athletes ever to compete in the sport. Her next victory is just around the corner.