The whole premise of this question is wrong. The moment* a democratic government loses an election, it stops being the government and the new one takes over.
*) technically there is usually a transitional period between election and the transfer of power to the new government, but usually no feasible way for the old government to delay the process
Police, military, secret services and all other forms of executive authority enforcement now officially receive their orders from the new government. The same applies to any civil services. So any orders the old government gives would be ignored.
That's how it would work in an ideal democracy. However, there were various cases in recent history where a government was able to stay in power after losing an election. That was usually because the executive branches mentioned above felt, for one reason or another, more loyal to the people of the government than the offices they represented, and kept following their orders while ignoring those of their successors. This situation is effectively a "Putsch". The legitimate new government is violently removed from office and replaced by the now illegitimate previous government. The moment such a putsch happens, a country stops being a democracy and turns into a dictatorship.
In some regions of the world this happens quite frequently. In others, like North-America or Europe, it is practically unthinkable. It's a matter of mentality. Anyone working for the government is usually sworn to uphold the authority of the constitution, not that of any specific people. Their work contracts usually say they are employed by the "Ministry of X", not the "Minister of X", so their loyalty belongs to whoever officially holds that ministry. That means the majority of the government bureaucracy and forces will feel obligated to follow the orders of whoever is democratically elected, not of whoever they like best. When the newly elected minister of interior tells her police force "There is a sore loser squatting in my new office and refuses to leave, please evict her", they will comply.
In Europe there is also the European Union which works as a watchdog instance for democratic ideals, and while it is hard to eject a country from the EU, the EU can strip a country of all its privileges when it doesn't adhere to democratic standards.
So to answer the question "What incentive does a democratic government have to accept an election result which removes them from office?":
In a "True Democracy™", pulling a coup is hard, and when you fail, you will likely end up in prison and won't get another chance to get into power ever again. A far more viable strategy is to just hold out as opposition for a legislative period, use that time to reclaim the public opinion, and then try to win the next election. If you fail, repeat.