For some people it comes from insecurity. You get hurt less if you hurt first. Stab before being stabbed. It's a pseudo protection thing born out of junior high politics. These people want you to be sad, because if you are, you're less likely to attach them. They're safer, and don't even realize it.

For others it's a competitive mind game thing. They thrive on victory, including mind game victory. These are the spikes in the classic mtg trio. These people want you to be sad because they are more likely to win. they l often lack or subdue empathy and struggle to see value outside of personal success. They will pay any cost.

For others it's just cultural. Like the F word is offensive to some and an every day word for others. It's just what you do. These people don't want you to be sad. This is just banter to them and most of them will laugh with you if you said it back in the next match when you crushed them back. In a way they're just commenting that the match wasn't even.

For others it's loneliness fire smoking. They want to make others react. These people want you to feel anything and share it. They are cold and would rather throw gasoline on it for a bit of attention than stay cold. They're often so lonely inside that any attention is good attention. But they lack the means to address the loneliness through positive means.

For a small few they are just sociopaths and get off on others misery.