In PVP, it depends on the rules laid out for the match. If there's no limit on the amount of legendary Pokémon permitted, then it's really your own fault for not packing enough of them. These days, there are enough legendary Pokémon and Pokémon that synergize well with, or counter, legendaries for there to be some variety in team building. However, they tend to unbalance and tip the metagame in their favour.
In game, I prefer to not use legendaries, since they basically let you sweep everything and make things less interesting. I'd rather build my team from scratch, and, in a way, bond with them on my adventure. It's just more fun that way.
I don't really think you were being a sore loser, as your friend's team was likely stronger than yours on an almost objective level, and having things so stacked against you is only fun when you win. My advice for dealing with people like your friend: lay down some ground rules. There are tier lists online, Smogon in particular, which, essentially, act as a usage-based ban list which prevent everyone from using the best Pokémon all the time everywhere; higher-tiered Pokémon are banned from lower tiers, while lower-tier Pokémon can still, potentially, be used in higher tiers. I think that, even if you're not going to follow it exactly, it's a decent place to get some idea of which Pokémon unbalance competitive battling.
