You reach the final point you need to defend just as all your teammates die from an ult. But instead of standing on the point while they respawn, you stand ten inches away from it and start shooting at the remaining enemies on the point. The countdown timer is running out and your teammates are screaming "WHAT THE FUCK ARE YOU DOING?" You ignore them and don't even try to touch the point. Just before all your allies can get back at the same time, the enemies cap the last point and you all lose.
What went wrong?
I didn't do anything wrong! Staying away from control points and payloads is how you win matches! It's my teammates' fault that we lost, not mine!
#1: You literally chose to lose the match.
#2: You didn't cooperate with your teammates.
#3: You treated Overwatch as if it's Call of Duty.
#4: You chose not to play your character effectively.
#5: You entered competitive mode before you were ready.
Mistake #1: My god. The fact that this even needs to be explained to some idiots is mind-boggling. If you choose not to contest a point or a payload, then it's only a matter of time until you lose the match. You need to throw your "B-B-But muh killstreak!" mentality away. This isn't Call of Duty. You don't get to call in an airstrike in Overwatch just because you played defensively and got seven kill assists without dying. It's better to die while forcibly stopping enemies from winning long enough for your teammates to arrive and help than it is to hang back and watch as you lose from a distance. That is literally choosing to let your enemies win. Just like how you miss 100% of the shots you don't take, you lose 100% of the points and payloads you don't contest.
If you're going to make selfish decisions which bring your team closer to losing - which is no different than choosing to AFK/grief in the middle of a match on purpose, or choosing to do anything else that makes your team lose - you should consider being less selfish in the future, or quit playing competitive until such a time as you can work up the courage to get a few in-game boo-boos for the sake of winning the match. Every time you lose on purpose by choosing not to take action, you're not the only one who's affected: all of the people on your teams are suffering because of your selfishness too.
Mistake #2: This is self-explanatory.
Mistake #3: You may be used to playing FPSs where the only tactics in the game are "See enemy, approach enemy, shoot enemy." Overwatch is not such a game. Many characters' playstyles revolve around doing more than just immediately attempting to kill every enemy they see. (This is also known as "tunnel visioning" your enemies, because you're focusing on nothing but them.) Lucio is a perfect example of this. If you think "I'll only attack people and ignore what I need to do in order to win!!" while in overtime, you'll never win consistently; you need to be willing to contest points and payloads, and you need to be aware of how much time you have left when time is running out in a match. If following this advice sounds difficult, consider waiting until you're several years older before playing competitive mode.
Mistake #4: This is self-explanatory.
Mistake #5: In consideration of all of the points above, it's clear that you're not ready to play competitive mode. Play quickplay to improve, and don't return to competitive until you're willing to pay attention to how much time is left and willing to try to win matches instead of letting your ADHD kick in and ignoring the whole point of a match when there are shiny enemies running around.