I agree. For a course teaching Czech to English-speakers, it is silly not to accept the grammatically correct answer as an alternative. If this course was to teach conversational English to Czechs, then there is a stronger argument for selecting the response more commonly spoken. That is not the case here. In this specific example, it is not even true that this translation "I do not want to always just lose" would be commonly said. It is very awkward. A more common translation would be "I just do not want to lose all the time". People would say "all the time" instead of "always" in this instance.
Wait, first you complain that we accept too much by not having "to inseparable with the verb" and then you suddenly complain we accept too little? But you somehow forgot to tell us what should we actually accept then. You so far have only complained the other way.
The non-split version of course IS ACCEPTED. If your translation is not, use the report button so that we have the complete exact sentence.
'I do not always want just to lose.' Of course it is possible to split the infinitive, particularly in colloquial usage. (The 'rule' was introduced by 18th century grammarians because you can't split the infinitive in Latin - missing the point that English grammar is Germanic!) But an infinitive split by two adverbs is definitely one too many. The most natural translation is probably 'I just don't always want to lose.'