It doesn't make sense, but there's nothing we can do about it. You love what you love.
My two loves in sports are the Chicago White Sox and the Miami Dolphins. Im 38 years old, and have seen 1 championship in my lifetime. Both teams have sparingly to non existent playoff seasons in my time as a fan. Its draining and frustrating, but still a fan and always will be even though 90% of my fandom is disappointment.