>>Is it better to have love and lost than never to have loved at all?
No. If you've never loved at all, you don't know what you're missing. Ergo, you have no conception of whatever pleasure derives from a relationship, so you can't mourn its absence. (You can idealize it, and lament being unable to achieve your ideal, but that really isn't the same thing.)
The person who has never loved at all suffers nothing save the relentless pressures of society. The person who has loved and lost, however, suffers the acute pain of that loss. Of course, the latter person will probably have experienced pleasures of love that counteract, to some degree, the pain of loss, but the one who has never loved will have found other pleasures in lieu of the pleasures of love.
Therefore, judging from measures of pleasure versus pain, the one who has loved and lost suffers much, but also feels much pleasure. The one who has never loved suffers not at all, yet also feels much pleasure.
Advantage: never loving at all. QED.