Why do people say its your ex So's loss when they left you for someone else?

Because if someone does that to you, then it’s no loss to YOU. They did you a favour.

they say it to make you feel better, implying that you’re better off without someone who’d abandon you, and that you were the better half.

I think it's an insult to my intelligence to tell me that. So I won't tell you that you have nothing to feel hurt about. You just gotta feel it.

theyre saying youre a good guy