What is the opposite of the expression a "win-win situation"?
It's quite simply a:
lose-lose situation
Of or being a situation in which the outcome is detrimental or disadvantageous to each of two often opposing sides. (ADH)
This is a completely common business phrase.
(My brother would joke that he "only likes win-win situations ... wherein he wins on a deal ... and then wins again on it!" :-) )
There's Damned if you do, damned if you don't:
A situation in which one can't win. For example, If I invite Aunt Jane, Mother will be angry, and if I don't, I lose Jane's friendship—I'm damned if I do and damned if I don't.