When playing CoP Kill Event. Do I gain points if I am attacked and lose?

Yes, losing troops in the Saturday KE event gives some points. Less than kills, of course. Scroll down on the page with the boxes, to see scoring details.

Tip. If the opposing province is obviously stronger, use a 3-day shield and garison expendable troops in an unshielded (trap) castle of one of your alliance mates. You might get one or two boxes, after that castle gets hit by an invader. (bad for winning CoP, but good for opening some boxes)