'Fetish' may be extreme, but I could definitely see 'comfortable familiarity'.
To put it into a bit of context, when the Cubs were in the WS last year, a poll showed one in four Cubs fans didn't want them to win. They had grown accustomed to the 'lovable loser' identity. I decipher that as a sports "Stockholm Syndrome", so used to the losing that it becomes a part pf you and you become fond of it.