Close games are nail biting and losing them is depressing at times but really, we have to consider the other side of the card if we were getting blown out all the time.
This is pretty much the premise that Boz wrote about last season and repeated in ST - that even if what is clearly going to be a losing season, decent starting pitching is what preserves the illusion of competitiveness, which is what makes the games watchable - and the baseball entertaining.