Years ago i used to go bowling with a few friends, i would get like 80 or 90 points and they would get around 225ish. Several months later i was up to getting around 200 points per game. Granted it was all for fun, but just playing with them made me a better bowler (i have not been bowling in a decade now so i would probably be getting around 100 points again).

So yeah i lost, but it made me better. As long as you are aware of your skill set vs. someone else's and you wont let it consume you i don't see it as a bad thing (assuming the other player is not a complete jerk).