I won 4-1 against a player with whom I've got a very high rating difference, and I lost 2 points. I understand that 5-0 would probably have given me few rating points, but I think that it's uncorrect to allow users to lose rating points with a win.
Sounds absolutely OK to me. Rating-wise winning 4:1 5 times should be equivalent to winning 5:0 4 times and losing once 0:5. To achieve that you need to lose some points on a 4:1 result if the rating difference exceed some threshold.