I am not saying that at all.
If you are competing with friends you like and peers you respect but don't win, and if you are a person who likes their friends or a person who respects their peers, it is possible to be gracious and happy for those who have won, even if you don't.
In this case, Meghan and Harry will be happy for their friend Oprah, not only because they like her, but they will also respect the subject of the docuseries that beat them to the nomination, which is the impact of slavery on American society. Given that one strand of their own docuseries was about the impact of UK's past of slavery and colonialism and how that continues to inform attitudes, I imagine this is something they will be happy to see win.
Certainly, in my world (books) winning is incredible when it happens, but when it doesn't happen, it's still possible to be happy for others and to be happy that books you enjoyed are rewarded. I personally love award ceremonies because it is always a happy event for someone.