Doesn't bother me. It is their right to play on and it is a good opportunity to train defense for them. Each situation has pros and cons.
It's usually the butt-hurt ones who can't stand when they lose and waste your time thinking that they're the ones
who are going to come up with something, but they don't and lose miserably.
Nevertheless, it doesn't bother me at all.
You can always see it as an opportunity to practice your endgame and mating (sic) abilities. It's part of the game.