When you are playing to win, you do whatever is necessary to move things forward. You aggressively try to put points on the board. If you are playing to “not lose”, you’re playing cautiously.
You may think there is no difference between playing to win and playing not to lose. They sound similar but think back to the last game you witnessed in which a team mounted a furious comeback to win.
The winning team played more aggressively and took more risks. The team that originally held the lead changed their focus and played cautiously, not to lose.