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You don't need to win in order to have fun. I remember as a child playing NetHack, not really having any strategy, just going into the Dungeons of Doom with my dog at my side and seeing what happened. Usually what happened is I would start reading every scroll I came across until something terrible resulted in my death. More than once I found myself starving to death, so I did what seemed reasonable and tried to kill and eat my dog. Not a good idea, according to the Powers that Be.
Fast forward to my late teens, after I'd learned how to win at NetHack fairly often, I discovered Linley's Dungeon Crawl. Here was a game with a perverse creator who ramped up the difficulty of his game any time someone was doing too well. It wasn't meant to be won (though we did win it, the rate was low even for good players). After Linley stopped working on the project, it was taken over by a group of dedicated followers, and turned into Dungeon Crawl Stone Soup. Every iteration made it more fair for the players and less fun for me.
Give me chaos, give me a long streak of ignoble deaths, give me a deck of cards stacked so unfairly against me that victory seems impossible. It's still fun. But when you start handing out wins every run, that's when I lose interest.