Supporting a losing team is not as bad as it is made out to be. The team that I have been following closely in Ranji trophy for 20 years has been utter crap for all but three of those seasons. This year we are about to finish at the bottom of the lower division.
The difference in my case from yours is that I have rarely been mocked because they are so bad, but at the same time I never had a shoulder to cry on either ! This, together with the often indifference performance of India, has given me sort of philosophical outlook about win and loss which is not really a bad thing