I don't know how you could come to that conclusion considering Wyoming recently won a tournament and everything in the OP happened this athletic year. So agree to disagree.
But since you asked for it, here's what Google tells us about Wyoming's storied tradition of losing in the Mountain West. The Mountain West is in its 18th year of competition. 14 of the 17 completed athletic years ended with Wyoming winning nothing, as is tradition.
To fully grasp this losing tradition, lets drill down a level:
All-time, there have been 328 Mountain West championships awarded. Of those 328, Wyoming figured into one: a three-way tie for men's basketball in 2001. So that's 1 title out of a possible 328. (Or .333 titles to be completely accurate.)
All-time, the MW has awarded 127 tournament championships. Of those 127 tournaments, Wyoming has won two.
In all, we have seen 455 trophies awarded by the Mountain West and Wyoming has a grand total of 3 (or 2.33). Lets put our fandom aside for a moment and really let that sink in. Those numbers are staggering.
Other fun tidbits from Google:
Despite joining the MW twelve years after Wyoming, Boise State has roughly four times as many championships.
TCU was in the MW for seven years and has over ten times as many championships as Wyoming. At their current rate, Wyoming will match TCU's total in the year 2179.
Fresno State has 9.33 championships compared to Wyoming's 2.33. Fresno has been in the conference five years.
With their titles in the men's basketball regular season and tournament, Nevada has surpassed Wyoming in only their 5th year of membership.
There are only two full time members with fewer titles than Wyoming: Utah State (1) and SJSU (1). Both joined the conference four years ago.