Moving average filter magnitude attenuation

I am dealing with a moving average filter which filters power system signals to rid them of noise or harmonics etc. The fundamental or useful component of these signals is centered around 50 Hz or 60 Hz..The magnitude response of the filter at an angular frequency say as per some standard papers is given as , where is the window length of the filter and the value of . Sampling frequency is given by

whereas the input signal frequency to the filter is given by . The idea is when the filter input signal frequency is equal to the fundamental (no noise or harmonics etc) or even close to it (say 59.5 Hz or 59.7 Hz considering a 60 Hz system) the magnitude response (gain) of the above mentioned filter should be equal to one or close to it for any sensibly chosen value of the window length and the sampling frequency. For example if i choose a value of =31 and and consider the input signal frequency to be 59 Hz, with a sampling frequency of say 1440 Hz, i end of up with a gain of 0.9972, the if i use =58, i end up with a gain of 0.9973, similarly along the lines, for equal to 50 Hz i get a gain of 0.9980, showing that gain increases as frequency deviates from the nominal (which doesnt make any sense). I am having a hard time understanding this, could you clear this confusion for me. Could you show me how the gain is close to unity for small frequency deviations from the nominal.