If the game is already won, the "last move" doesn't really matters, in fact when i see no way to avoid the checkmate i usually resign.
Resigning right before you lose

In other words, losing right before you lose. Why do they lose before they lose when you want the satisfaction of them losing?

If you play over or watch master and grandmaster games, they all resign before checkmate. So yes, I would say it's considered good sportsmanship to resign early.
Satisfaction should come from winning, whether that be because your opponent resigned or whether because you actually mated him/her.
When I play over-the-board tournament games, all of my opponents resign. I never mate anyone.
When playing online, the faster the game is over the faster I can start another one!
A lot of people seem to resign right before checkmate. Is this good sportsmanship? Why not let your opponent have the satisfaction of that last move?