Why is it not called a bad thing if your hypothesis is not supported by the data in the experiment?

It is not a bad thing when your hypothesis is not supported, because this shows science working as it should. Something has been learned, and a possible explanation for an effect can be taken off the table, for the most part. The statement is qualified because researchers can now consider whether or not the right controls were put into place, or whether or not there is a more basic flaw in the design of the experiment. If everything is in order, the search for an other explanation gets underway.