We investigate quantum advantages in loss sensing when the two-mode squeezed vacuum state is used as a probe. Following an experimental demonstration in PRX 4, 011049, we consider a quantum scheme in which the signal mode is passed through the target and a thermal noise is introduced to the idler mode before they are measured. We consider two detection strategies of practical relevance: coincidence-counting and intensity-difference measurement, which are widely used in quantum sensing and imaging experiments. By computing the signal-to-noise ratio, we verify that quantum advantages persist even under strong thermal background noise, in comparison with the classical scheme which uses a single-mode coherent state that directly suffers from the thermal noise. Such robustness comes from the fact that the signal mode suffers from the thermal noise in the classical scheme, while in the quantum scheme, the idler mode does. For a fairer comparison, we further investigate a different setup in which the thermal noise is introduced to the signal mode in the quantum schemes. In this new setup, we show that the quantum advantages are significantly reduced. Remarkably, however, under an optimum measurement scheme associated with the quantum Fisher information, we show that the two-mode squeezed vacuum state does exhibit a quantum advantage over the entire range of the environmental noise and loss. We expect this work to serve as a guide for experimental demonstrations of quantum advantages in loss parameter sensing, which is subject to lossy and noisy environment.