It's unfair!
 

Why does the villain *always* have to lose? Just because he wants to take over the world? Just because the so-called "heroes" don't share his vision? It's unfair, I say, an ironic injustice!

No. It's what's called a cliche. It is a convenient device to spare the creativity of the author/screenplay writer and the thought of the audience.

Also included under those properties are the commoditization of evil and power. i.e. Evil/power become semi-concrete objects, like money in the stock market, that one can buy, sell, or otherwise gain or lose, rather than ideas.

Because the villains always get their tiny victories. Like when they torture and murder the hero's younger brother or girlfriend or something.
Remember that twang of discomfort and uneasiness you received from that scene?
Well, studies have shown that the general [populace would prefer to have the story to end on a lighter note. A gappier note. Thus the good guys win.

Also, stories are made to help us escape from reality. If the bad guys won, it wouldn't really be all that ficticious or fantastic, now would it?

That, and more people like having the good guys win. It's all about marketing. The percentage of people who enjoy having the evil people win is significantly smaller than the other way around.

If you asked me, I'd rather have Nakago from FY win rather than Tamahome. Tamahome's just a blundering idiot. Nakago's been planning everything, and at the last moment everything is stolen from him via a literal deus ex machina.

Well usually, its just blundering incompetence or poor planning, or the hero trying something new...

James Bond has the best villains, but they always do something stupid...reveal the secret to dismantling the death-thing, go all sob-story explaining why their using the death-thing, or just leave him in an 'unescapable' situation and then go clip their toenails or something...

Of course, it doesnt help that James Bond is the best evar...

Well if more villains used the The Top 100 Things I'd Do If I Ever Became An Evil Overlord list, maybe they would win more often. Sometimes I think that the bad guys should win, sometimes I like the bad guys more than the good guys, but sometimes I want the good guys to win too, so if the bad guys won in some movies, there would be a bit of unpredictability that would make movies interesting. Regardless, the bad guys always have some cliched flaw in their plans that the good guys exploit to save the day is why bad guys never win.

Usually, when the bad guys do win, its revealed that they were actually the good guys, so it makes everything confuzzling...

For once, Id like to read a book that didnt have a happy ending... especially if the book wasnt really all that happy to begin with. x_x

I want a game where the "bad guys" win, that'd be fun.