For some people - the entertainment is in how the team plays, win or lose.
For other people - the entertainment is in winning. They aren't entertained by watching "their team" continue to lose.
Fans are all entertained in different ways. We hit the jackpot when the team we likes plays a system we enjoy watching AND wins. But it doesn't always work out that way.
That said - I promise you that winning is more entertaining than losing. I'd take a dominant defense that wins games 10-3 over a dominant offense that loses games 52-45.