Well, obviously we don't know all the answers, but I'll give a few of the reasons.
And these aren't excuses, they are facts.
Until 1971, the west was generally at a big disadvantage when competing with the east.
They had more money than us, but on top of that, the west usually had a far tougher road to the Grey Cup.
A lot of years, when the Riders went, in the 60s, it was after playing a best of 3 West final--usually with Calgary, and the East only played a 2-game total points. Even if the West only went 2 games, in the east, if one team had a big lead after one game, they were able to rest players. You cannot do that in a best of 3.
And sometimes, it was even worse than that.
I looked this up, but one year, Winnipeg had to play 6, count 'em, 6 games to get to the Cup (1953).
Plus the game was always in the East. The Riders only win was in Vancouver. And the east only played a 14 game season.
So there was a real competitive disadvantage that was not balanced out until the 70s.
Check the stats. By 1972, Cups won were Winnipeg 6(?) Edmonton 3, , Calgary 2, BC 1, Riders 1.
Since then, the West has won more Cups than the East.
After the 70s, the finances in the league really became an issue.
TO stole some free agents from us in 1976, I think we lost Ray Odums to Calgary, and Rhett Dawson retired rather than accept the paltry amount we offered. Then we missed the play-offs.
Then TV revenue dried up in the 80s, so teams with private owners simply outbid us for key players.
The only key free agent QB we have ever signed, since Glen Dobbs, was Henry Burris, and twice he left us because we could not afford him.
The only successful starting QB the Riders have ever directly recruited out of college is Kevin Glenn. And only Kent Austin did we bring into the league (before losing him because we could not afford him)
In the 90s, finances became even more disparate, and the Riders, barely hanging on themselves, had to bail out teams like Hamilton, or TO, ironically paying them to have QBs like Doug Flutie and Danny Mac, while all we could afford were guys like Reggie Slack.
Even today, we can't lure guys like Burris, Dickenson, Ray, Printers, who have all been free agents in recent years, to play here.
Certainly we have had our share of mistakes and the board of directors at times seem incompetant (see the firing of Roy Shivers), but there have been real difficulties just surving in the by far smallest market in the CFL, let alone being consistant winners.
Fortunately, being a fan isn't just about winning.
In fact, any damned fool can jump on the bandwagon.
It takes real passion and some intestinal fortitude to cheer for your team in all circumstances.
Win or lose, Riders are #1.