If your goal is to win, you should play moves that lead to situations where you will do significantly better than your opponents, given what you know of their strengths and weaknesses. Whether they are good or bad from an 'optimal play' perspective doesn't matter.

For example, if chess is a win for white, you play black, and you have a halfway decent opponent, he will know what black's best defense looks like (that is: the one that takes him the most moves to win). Replaying that gives you zero chance of winning or drawing. Deviating from the beaten path cannot decrease that chance, and may increase it.

It is similar when chess, played optimally by both players, turns out to be a draw, and you want to win, but in that case, you may not want to give up your assurance of a draw, so you may play less weird moves. You still will want to play moves that lead to plays your opponent is weak at, though.