The possible reason that the main characters kept losing

[Plonkett 345]

I have a little theory on why the Mane 6 and CMC lose 95% of the contests, sports, and races they take part in. It's to show that the bigger accomplishments they've made throughout the show would overshadow them any of those things. The Mane 6 freed the Crystal Empire from King Sombra and defeated the Legion of Doom, the CMC got their cutie marks, Rarity runs her own fashion boutique, Rainbow Dash is part of the Wonderbolts and eventually captain, and Twilight Sparkle is Celestia's successor (I don't think it was shown, but Applejack is the new head of the farm, Pinkie Pie takes over the bakery business, and Fluttershy runs her own animal shelter). Those are all gargantuan accomplishments and bigger than winning some competition.