The problem people have with this ending is because they mistakenly place the emphasis on the first part of "You're such a loser, Dad/Just enjoy The Show."
The emphasis is actually on the second half, which has been Beane's personal storyline for the entire movie. In the minor leagues--Beane was a minor leaguer for most of his playing career--players refer to the major leagues as The Show. (I'd bet that somewhere on the cutting room floor for this movie there's a line of dialogue that explains this to people who don't follow the game or who haven't seen Bull Durham.) We've seen in the movie that Beane can't enjoy baseball games--as a player or a team's General Manager--because he's so caught up in winning and losing. Particularly the losing part. As he explains to one of the players in a bit of thrown-off dialogue, he hates losing more than he wants to win.
So, Beane loves baseball, but he listens to the games on the radio or keeps track of the score from his Blackberry rather than watching the games in person (or even on TV) because he can't bear watching his A's lose. The daughter's main role in the plot has been trying to convince her dad that he doesn't have to be afraid of his team losing--he could just watch the games and enjoy the incredible stuff they're doing, like a regular person.
She changes the lyrics to the song to teasingly give him that message--"You're such a loser" not in the sense that he loses ballgames but that he's kind of a misfit who refuses to enjoy himself. But when Beane listens to the song at the end, he realizes that he's leaving the team and the daughter that he loves because he's afraid of losing. And that's why he turns his truck around and backs out of his deal with the Red Sox.