Undoubtedly, I play for enjoyment.
First, you cannot always win. A good online ranked matchmaking game is challenging and, if made correctly, you will win around fifty percent of the games. It might be argued that it is more fun to play a game that you are winning, and that may be the case. But because your skill level is being processed by the servers, you do not always win.
Second, games are created for entertainment. When you play with this in mind, you get much more out of the game you are playing, rather than playing for the sole purpose of winning. Neither will you get as upset when you face an opponent that is better than you, maybe you can even learn a thing or two from your opponent and improve yourself.
Play for enjoyment and you always win.