England won a world cup, many years ago, but many teams have never won a single world cup ever. You dont see them moaning and giving up because they cannot win it. You pick yourself up (and your chin :P) wipe away the tears and hit the books. Try again next time.
If football was done like that, it would just be one team in the entire world facing an empty goal. There is always next time you can get your hopes up about England only to have them crushed, its part of our culture, embrace it.