Imagine a fortress or a wall.
Imagine the wall is protected by heroes or guards.
Beyond the wall is a king.
Imagine you are attacking the fortress with your heroes.
Your mission is to capture the king beyond those walls and steal his wealth.
If you killed all the defenders on the wall, but your heroes died in the process, the defending team won because you weren’t able to march inside to capture the king and steal his loot.
They won because you didn’t achieve your mission of marching in to steal the loot and capturing the king. They prevented you from doing that.
Hope that makes sense.