If folk want a winning mentality in cups, then it is all about trophies. Finals might be good days out, but personally, losing them without laying a glove on your opponent pisses me off more than going out in an early round. If you're not the winners you're just another one of the losers, harsh as that may be at times.
If you want to talk about records in cup games, 4 finals in 20 years must rate as one of the most successful periods in our history. If you want to talk about younger fans not witnessing us winning a trophy, fair enough, but they have regularly seen high league finishes and European football, which I didn't for a long, long time. The other teams you mentioned have been relegated on numerous occasions since 1991, so maybe we should be grateful, who knows.