I see this quite often and have of course experienced myself: backing off on match point.
That might still win the point and hence the match, but if it doesn't a few things tend to happen:
Getting even tighter from then on. Handing over control to the opponent. And if the match does slip away, regrets: why didn't I go for it?
In a 2x2 of won / lost, and having taken / given charge, it's probably always better to have taken charge. No or at least less "what if's".
This might be another good tennis match - life analogy: if there's a seldom and important opportunity to grab something, go for it. We can still fail, but this way less to our own fault.
Of course other factors can be at play, like the overall strategy, what worked to get us to match point in the first place, the match-up with the opponent, our own abilities, etc.
Either way, backing off compared even to previous points seems the wrong and less courageous way to go. (When on the other side of the net or down in a match, "backing off" might be strategy worth trying.)
As a general guideline for matches though, I like the approach of taking fate into one's own hands, trying to decide what happens on court. So even when there's a loss on paper, we can count that part as a win for ourselves. Which may win us more matches down the road.
Maybe in real life, as well :)