I don't think that expecting your team to win is a reasonable expectation. Windows and winning are rare, if anyone should know that it is Chicago baseball fans who have seen a combined 2 world series in 210+ seasons. You should watch baseball (and sports) because you enjoy the game, not because you expect to win. If all fans did was expect to win, the entire fandom of sports would be transient and follow whomever has the best team in any given season.
Do I want my team to win? Sure. Do I expect them to win a championship each and every season? Absolutely not.
In baseball, even expecting your team to make the playoffs annually is unreasonable, IMO. It is the most exclusive playoff in sports.
The most you can ask for in a reasonable world is a 3 year window and anything more is gravy.
There will probably be a run like the Bulls and Blackhawks had once every 3 decades, and that is if you consider all 4 major sports.
Look at the Cubs, they're probably only going to get 1 championship out of their run and they've been pretty damn good.