Binaural reproduction aims to deliver immersive spatial audio with high perceptual realism over headphones. Loss functions play a central role in optimizing and evaluating algorithms that generate binaural signals. However, traditional signal-related difference measures often fail to capture the perceptual properties that are essential to spatial audio quality. This review paper surveys recent loss functions that incorporate spatial perception cues relevant to binaural reproduction. It focuses on losses applied to binaural signals, which are often derived from microphone recordings or Ambisonics signals, while excluding those based on room impulse responses. Guided by the Spatial Audio Quality Inventory (SAQI), the review emphasizes perceptual dimensions related to source localization and room response, while excluding general spectral-temporal attributes. The literature survey reveals a strong focus on localization cues, such as interaural time and level differences (ITDs, ILDs), while reverberation and other room acoustic attributes remain less explored in loss function design. Recent works that estimate room acoustic parameters and develop embeddings that capture room characteristics indicate their potential for future integration into neural network training. The paper concludes by highlighting future research directions toward more perceptually grounded loss functions that better capture the listener's spatial experience.