One of the most frustrating things for me isn't the "Chapel on T5" kind of thing.
It's when I set up everything perfectly to safely end the game on a win next turn with anything but absolutely horrible shuffle luck, and then having horrible shuffle luck, like my 2 last Coppers and 3 Colonies instead of one of my 7 Hunting Parties.
Addendum: To be honest, I've had quite a lucky streak today. A lot of games could've easily gone the other way, yet I grabbed them from the clutches of defeat.
Our brain is also to blame. This is because when we start playing, we hope, and expect, to win. Especially when you've attained a 30+ ranking and a lot of the guys you face are below 30. You think: "My rating is higher, so I should win." This is false for three reasons.
The first is that the rating difference doesn't mean you'll win 100% of the time. It just means that you have a higher win expectancy on average. A single game doesn't care about averages. And it's nowhere close to 100% anyway.
The second is that the rating difference doesn't have any meaning when you're playing a mirror that 20-something players also understand. Often the question is asked: "What is the difference between a lvl X and a lvl Y player?" The answer is: Not that much, but still a lot. What I mean is, when you're a lvl 20 player, you probably already understand the bulk of Dominion strategy out there. If you quantify it in a simple example, a lvl 20 player might know 5 gigapawns of strategy info, a lvl 30 player might know 6 gigapawns. But that 1 gigapawn difference is enough for the lvl 30 player to consistently beat the lvl 20 on weird boards. How to do a Workshop/Gardens rush is contained within the first 5 gigapawns however.
The third is that you'll never know who's playing. I mean, I started over once when I got tired of my main account. I'm sure several other high level players have alts for when they don't want to play competitively and focus too much or something.
The ranking is just a guideline to put players of similar skill together, remember that.
Now, back to "expecting to win". When you expect to win, your brain doesn't register the win very well. Things you expect are easily forgotten. You don't pay any extra attention to things you expect that come true. When I walk into the door of my apartment I don't go: "Hey, that wall is white, I never noticed!" I notice it everyday, but I disregard it immediately. When you lose against a low level player, this is unexpected, so your brain goes: "What the hell? How did that happen?" And the loss releases more negative hormones than a win releases positive ones.
And besides expectancy, we just don't like losing, that's why we're all still playing, hoping to win once more.