For me, this is the big thing (other than just loving baseball at what is probably an unhealthy level). If I'm challenging for a batting title, the home run record, a strikeout or save milestone...I want to be confident that I was the one who achieved it.
For that reason, no matter how badly a game turns--if I start getting blown out, if I just can't hit that day and don't think it's going to change, or if I think I got a raw deal on some CPU shenanigans--I still play through to the end instead of simming the remainder of the game. And, let me tell you, that's tough sometimes at night when I know I need to get to bed and get some sleep, and I'm behind badly and it's only the 4th or 5th inning.