I can't remember many, if at all, soul crushing losses for Djokovic.
If you hold the GS record among many others, do you have any room for regrets? Sure, he could've maybe had 25 or 26 slams but come on, no one is close to beating that atm and Fedal are gone so does it matter?
Maybe if Djokovic had a younger rival who was at 22 or 23 slams and losing RG 2013 or 2015 was the difference between being the slam leader or being second place in the history books, that would hurt a LOT more imo but that just isn't the case.
Also, he's won more of these close matches than he's lost so as I mentioned, just not that many bad losses really.
I have to admit though, personally, the Wimbledon 2013 final still kind of annoys me. I've never much liked or warmed up to Murray when he was in his heyday and that straight set loss to him felt really unpleasant at the time.