“We fought the good fight; we just didn’t win,” Republican House speaker John A Boehner said on Oct 16 after the US Congress voted to end the government shutdown.   

Australian Prime Minister Tony Abbott, in declaring the end of Australia’s mission in Afghanistan, said, “Australians do not fight wars of conquest, we fight wars of freedom” (Oct 29, The Australian).

‘We didn’t win’ certainly sounds more dignified than ‘We lost’. ‘Wars of freedom’ sounds less hegemonic than ‘wars of conquest’.