and those games quickly stop being fun if you can't secure a win. This is why pure rogue games have given way to roguelikes designed to have meta progression to make it easier to eventually win, or see yourself making progress.
And yes, you stop even those games; eventually you hit a plateau where you see enough and dont advance in skill enough to shelve the game for something much better.
This isn't true for everybody. There are genres of games dedicated towards extremely challenging mastery where a single win will require hundreds or thousands of losses. Plenty of roguelikes and roguelites like Spelunky and Caves of Qud fall in this category.