In winning games, because you win, you are not serious in looking for mistakes. If you can't find mistakes, you can't correct anything. Your opponent might have made a big mistake which leads you to win, but this doesn't mean your moves are all correct. Sometimes his mistake might be bigger than yours, or he didn't catch your mistake, but you caught his. You may be misled to think some of your moves or plans are correct. One of the common mistakes for beginners is forgetting about development and trying to chase black's f7 pawn to score a cheap checkmate. Sometimes it works, but in the long run it actually deters his chess development.
In losing games, it's much easier to spot mistakes. The student is also more inclining to admit mistakes and learns to correct them. We always learn a lot from our mistakes. If you never lose games, which means you are only picking up easy battles, you will never improve.
Losing is the best teacher.