The four-time major champion blew a golden opportunity to end his decade-long drought at last month's US Open, when he missed short putts on the 16th and 18th holes before losing to Bryson DeChambeau by one stroke.
McIlroy took a short break from the sport after that agonising near-miss before returning at the Scottish Open, where he finished tied-fourth on Sunday.
"I know that I'm in a good spot," McIlroy told reporters.
"If I think about 2015 through 2020, I seldom had a realistic chance to win a major championship in that five-year period.
"So I'd much rather have these close calls. It means that I'm getting closer.
"I'd love to be able to get one over the line, but as soon as I do that, people are going to say, 'Well, when are you going to win your sixth?' So it's never ending."
The Northern Irishman has posted 21 top-10 finishes at majors since his last title at one of golf's four biggest tournaments -- the 2014 USPGA Championship.
McIlroy's effort at Pinehurst was his second successive runner-up finish at the US Open.
"I would say maybe like three or four days after, I went from being very disappointed and dejected to trying to focus on the positives to then wanting to learn from the negatives and then getting to the point where you become enthusiastic and motivated to go again," the world number two said.
"It's funny how your mindset can go from 'I don't want to see a golf course for a month' to like four days later being 'Can't wait to get another shot at it'.
"When that disappointment turns to motivation, that's when it's time to go again."
McIlroy will again be among the favourites when the first round at Royal Troon tees off on Thursday.
The 35-year-old said he missed a supportive message from Tiger Woods following the US Open after changing his phone number.
"Full disclosure, I changed my number two days after the US Open so I didn't get it until he told me about it today," McIlroy added.
"I was like, 'Oh, thanks very much'. So I blanked Tiger Woods, which is probably not a good thing.
"Tiger has been nothing but incredible to me over the course of my career in the good moments and the bad."
McIlroy will play alongside Max Homa and Tyrrell Hatton for the first two rounds.
