It is probably not only about position, but how about playing for 7 hours, and you are positionally killing your opponent, and you slip up, throwing away all that work?

Here are a couple positions that still probably qualify:

 [FEN "7k/7P/8/6K1/4B3/8/8/8 w - - 0 1"]

You would think that white should be able to win, but no.

 [FEN "6K1/5P2/6q1/8/8/8/1k6/8 w - - 0 1"]

 1. Kh8=

It is probably not only about position, but how about playing for 7 hours, and you are positionally killing your opponent, and you slip up, throwing away all that work?

Here are a couple positions that still probably qualify:

 [FEN "7k/7P/8/6K1/4B3/8/8/8 w - - 0 1"]

You would think that white should be able to win, but no.

Or black here.

 [FEN "6K1/5P2/6q1/8/8/8/1k6/8 w - - 0 1"]

 1. Kh8=