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Sting revealed on his newly released "Into The Light" documentary that he lost to Triple H at WrestleMania 31 earlier this year because it is "the right thing to do" in your last match.
This thinking is a harp back to an old school mentally that you should put your opponent over in the way to go out in your last match.
Throughout the documentary, Sting says that he thinks WrestleMania is his last wrestling match. His deal since recording this footage has clearly been restructured, as he faced Seth Rollins at the Night of Champions event this year.