Pittsburgh learned how to win. Specifically in their run that fell short in the finals in 2008. This is why you need to make the playoffs, so that you learn what leads to big wins and losses. When they became a winning team they didn't play like the Avalanche do, they played like winning teams.
Detroit is where they are because they made the playoffs 24 out of 26 years, and finally had to commit to a rebuild after all their success. I don't think Duchene's gold medals are proof that he knows how to win with an NHL club either.
When you keep losing every season, it becomes easier to accept. You've learned to deal with it multiple times. This is what happened in Edmonton, and this is what happened to the previous group the Avs were going with. When you lose all the time, the only thing you learn is that it's not the end of the world, and this is the wrong mindset to have in competitive sports.