Ego is not always a bad thing. It is a big part of being a successful champion.
Now, it doesn't exactly boil down to the entitlement attitude of "I'm owed...", "I deserve to be in the final..." or "he/she was lucky to win..."—although it's not too far off.
Ego affects even the most unpretentious of us. It's not a character deficiency per se—in fact, it could actually be a thing that completes a person.
It can be seen in the player who feels he's been at the receiving end of unwarranted write-offs for too long and upon winning an elusive title, seemingly becoming haughty. Similarly, It can also be seen in a player who is used to winning but cannot accept losses.
When a player gets a sniff of the winning habit, ego is born. Ego is not really a "thing" that occurs—it's a consequence of what has occurred.
Here's a shout out to the 15 biggest egos in Tennis history.