Speaking as a Dutch person who lives in Sweden and who has traveled a lot within the EU, I'm pretty confident that the sympathy for "loser" heroes is not limited to England, but broadly applies to most if not all of Europe.

The way this is expressed however varies a lot depending on the local culture, and the English sense of humor around it is particularly loved (at least in the Netherlands, I can't really speak for other countries).

I suspect that these cultural differences have a strong connection to the flavor of Christianity that historically was more dominant in a particular European region. More specifically: how bleak their takes on predestination were[0]. That relates pretty directly to the question of "are we merely victims subject to winds of chance and external circumstance, or are we powerful agents fashioning our own stories, making our own luck?" after all.

Getting side-tracked for a bit, I've also seen this argument used to to explain why Donald Duck is more popular in most European countries than Mickey Mouse. That is actually a fun little rabbit hole to dive into too[1][2].

Sweden, Finland, and the Netherlands have had their own weekly Donald Duck magazine since 1948, 1951 and 1952 respectively, producing a lot of their own stories with their own established canon. Italy used to have a Donald Duck weekly from 1937 to 1940, but then it got merged into their weekly Mickey Mouse magazine. It still creates monthly Donald Duck pocket editions (which are translated and sold all over Europe).

Meanwhile, Mickey Mouse has weekly magazines in Italy (1931), France (1934), Germany (1951), Greece (1966), and was even very briefly published in inter-war Poland (1938 to 1939). I can only confirm that Italy produces most of its own comics.

Now I could argue that this confirms my claim, since Donald Duck appears more in the protestant side of Europe and Mickey in the catholic/orthodox side. Having grown up reading these comics I know better: in reality the magazines in different countries have been exchanging Donald Duck and Mickey Mouse stories (and others) for many decades already.

However, those stories definitely have a different flavor to them depending on which country they are from. One big example: in the Dutch comics Donald Duck is not just often the loser at the end of a story, but his misery is usually self-inflicted. Meanwhile, the Italians came up with a superhero alter-ego for Donald Duck that started out as a revenge fantasy against his horrible boss (Scrooge McDuck) but that quickly evolved into actual an actually superhero comic[3]. Make of that what you will.

PS: As a tangent on a tangent, if anyone from South America wants to comment on 1971's How to Read Donald Duck I'd be very interested, because I just discovered it on Wikipedia[4].

[0] https://en.wikipedia.org/wiki/Predestination

[1] https://en.wikipedia.org/wiki/Donald_Duck_in_comics

[2] https://en.wikipedia.org/wiki/Disney_comics

[3] https://disney.fandom.com/wiki/The_Duck_Avenger

[4] https://en.wikipedia.org/wiki/How_to_Read_Donald_Duck

Douglas Adams on the English–American cultural divide over "heroes"