Yep. Let him know you love him no matter what the score.
But, if he's really an emotional little guy, giving him pillows to break his falls isn't going to do him any favors. I have one like that, and no one is as hard on him as he is on himself. He's 18 now, and finally learning that other people may not think bad of him, even if he thinks bad of himself. It's called growing up. It breaks my heart to see him going through pain and heartache, but I've learned over the years to back off and let him deal with it - otherwise, he'd be unable to learn how.
I used to feel the same kind of pressure from my folks, or so I thought. I believe that my interpretation of their emotions was wrong (now, with 35 years of hindsight), but that didn't make it any easier as a kid. My mom was a very good bowler - a 189 average in the '50s - really good for a woman back then. I used to think she wanted me to perform in her place, when she had to quit. She always kept score for me during juniors. I always felt like she was watching and critiquing every ball I threw!! Lots of pressure for a kid.
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Bowling? Of course it's a sport.