Because TF Comp Beta sucks
Seriously why would they make losing XP a thing it's god awful
the whole point of matchmaking isn't just to have a competitive gamemode implemented in TF2, it's intended to match people with similarly skilled players
losing a match means your skill level
probably isn't as high as the people you were matched against (or it was even and they just played better), so you rank down and get matched against more appropriate opponents, it keeps you in an equilibrium
if you never lost experience it would just be based on whoever played the most, and that doesn't always equate to skill