The whole point of RPGs is to create a scenario for the players to win.
Aw, hell no. That's what masturbation is for, and as GM I'm not there to be the hand that does it. My scenarios may have tracks, but players have to actually put in some effort to get the cart to not sail off into the abyss on the curves
The big problem is that players tend to indulge in that special brand of brinksmanship where they only way they lose is if their characters die - and GMs are reluctant to kill them. That never surrender shit gets mind bogglingly tedious after a few decades
. I'll get to writing out the Big Damn heroes stuff because the whole point of a social contract that says "As GM I'm not going to kill you" is not to protect player's (alter-)egos, its to make it clear that not only can you fail, some days you WILL fail and you'll have to live with the consequences.