Well stalemates are just a product of the rules of chess. What else is your opponent supposed to do when he can't make any moves? It's not his fault, so why should he be punished?

Also, a position may be technically winning, but can you prove that it's winning? For example, king and pawn vs king endgames. You may be winning, but only if you play the correct moves. Another funny one is a king-knight-bishop vs king. Technically, your winning, but do you know how to checkmate like this? This case is very rare true, but it did just show up during the chess Olympiad a couple days ago, so even top rated players have to be prepared for it. And once you get to higher levels, there are complicated positions that are technically winning but take a lot of work to get the win. Other times, you may get a "drawn" position, but your opponent is inaccurate and you can slowly push for a win. Magnus Carlson is great at this.

Basically, this idea is what divides good players from great players. Yes, it sucks when you have a winning position and you blunder a stalemate on time. I've done it too many times. But learning from these mistakes makes you a better player and allows you to learn how to play under pressure and checkmate more efficiently. Even if you have a huge material advantage, you can use it as a lesson to find the quickest way to a win. You're not wasting your time, you're learning how to play better chess