I get what you guys are saying about GSP, but it sounds more like some ladder anxiety. Like how I used to love playing Starcraft, but it's so much work and my fear of losing would inevitably stop me from playing it; I just began to spend more time watching pros to enjoy it, but not playing myself.
There's only one way to get over ladder anxiety, and that's just to play. If your GSP is still changing a lot, then you probably don't have too many games under your belt. It definitely starts to stabilize after you've played more games. But just like any ELO based game, nothing is set in stone. If you get better and start winning more consistently, you can rank up. If helps you at all, my main is Lucina and I lost like 9 of my first 10 games on her and plummeted to 30k GSP. It didn't make me feel good, but honestly, it was kind of relieving, because I knew I could just play and not worry about it. In my case, though, I actually had a really ****ty setup that made playing online a death sentence, so once I got my lan adapter, moved off my 4K TV/onto my gaming monitor, and got my GC controller adapter, I was able to climb out back out. So if you haven't done any of those things, try that first! haha The TV lag especially, since that only affects you. Anyway, it has been a much longer climb than it should have been (I think 20 wins in a row got me to 1mil, and now I'm at 3mil and climbing, winning about 70%) but it's a stable climb. Wins give me less than they would have if I had just won right away, but losses also cost me less.
I'll also add, that 2 main things you should try and keep in mind.
1. Having high GSP doesn't tell the whole story about your skill, and it certainly doesn't say anything about your worth as a person. Skill wise, it's so random with the internet connection you get, the rules you get, the character matchups you get, the maps you get, whether you ran into some YouTuber who is doing a 1GSP to Elite Smash challenge or whether you played someone actually at the correct rank... the list goes on. Just keep playing. Online mode is a fun way to get to play without having to leave your home/find your friends in real life.
2. GSP is intended to get you competitive matches. Despite what I just said in part 1, I actually believe that if you play enough your GSP will settle where it belongs, as you begin to flatten out that variability. Lets say you settle in at 500k GSP. Maybe that's not as high as you'd like, but in theory it should help you get competitive matches, since that's just your skill level right now. As you start to improve and learn more matchups, it will go up and you'll continue to get competitive matchups. While everyone's (including mine) favorite use of GSP is to brag to their friends, it's just supposed to help you matchmake. But if getting your GSP to where you want motivates you to play and have fun (like me), then use it!
If all else fails, just play arenas. I usually play some for warmups and I often find some decent competition. Or just used online for the best reason of just playing against your real life friends that live too far away to play IRL. I play my friend 2 timezones away and it's just like the old days (sometimes there's a little more lag than other times, but it's usually good to go).
ANYWAY, I hope the above helped someone with some ladder/rank anxiety. But now to answer the original question posed, I think that you can play to win while playing to learn. The way to do it is to challenge yourself while you're training. Play on that stage that you usually ban (or the one you never ban, but cross your fingers you don't have to play haha). Find someone who plays the character you always lose to/counterpick against and practice the difficult matchup. Find someone to play friendly sets against so you can practice tournament format and better learn stage picking, and learn to play under some light pressure.