I have some options, you are free to comment anyone of your choice though:
1. 2003 WC final loss to Australia.
2. 2007 WC loss to Bangladesh
3. 2015 WC semi final loss to Australia.
4. 2016 T20 WC loss in semis to WI
5. 2017 Champions trophy final loss to Pakistan
Which one?
None of those had any sort of cataclysmic effect on either the team or the composition of the team.
you could argue that the 2007 loss was torrid, but we followed that up with another horrible show against Sri Lanka demonstrating our woeful preparedness for the tournament.
The 2015 WC loss was unfortunate, but India went into the game confident and came out hurt but still confident. It was the only game we lost that tournament.
Similarly for the 2016 T20 Loss.
The 2017 Champions trophy actually has a lot of significance for Pakistan than it has for India. Had it been a best of three final, expert money would have been on India. And while the loss is unfortunately, we barely lost a thought over it, but it does serve to help Pakistan rediscover their mojo.
The loss that really demonstrated the yawning chasm between the two teams was the round robin game against Australia in the 2003 WC. That led to a significant loss of confidence, and were it not for the whirlwind performance thereafter, and a bit of luck (we had to contend with Kenya in the semi final rather than Sri Lanka), we may have come out of that tournament just as bruised and battered as Pakistan.
In the realm of test matches, the loss that still hurts me is the 1997 Test Match that we lost to West Indies where we stumbled in the chase of 120 on an absolute scorcher of a pitch. The conditions were against us, but we showed little application in the pursuit of that target.
Close at the heels of that Test match loss was the abject surrender in the 2006 Test match to Pakistan where a pedestrian batsman such as Kamran Akmal stole the game from us after having had the top order down for the count. Soon thereafter, Asif and the low bounce of the pitch sealed our fate, but had we been more clinical in the first innings and bundled out pakistan for sub 125, which we were well on path to after reducing them to 36 for 6, we lost our way.
That match also ushered in an audit of our bowling: Zaheer, Nehra, and RP Singh made for a very monolithic, predictable attack which was justly exploited.