Hussar
Legend
Cross posting my own post from the other thread which seems to be almost a carbon copy of this one, right down to the Batman analogies. 
Take another example of the Batman catching the Joker. What if catching the Joker is the beginning of the scenario? The scenario goes - The Joker kidnaps Robin (insert favorite NPC here) and tortures him - breaking his mind. The Batman follows the Joker's clues and the Joker lets Batman catch him in order to reveal what he's done to Robin. The Batman is pushed to the edge, but decides not to take it too far. Robin, his mind broken, picks up Harley Quin's gun and blows the Joker's brains out.
((Note, this is taken pretty much verbatim from one of the Batman animated movies))
This is where the scenario starts. The Joker had no intention of escaping. But, now, the scenario is how does Batman deal with both the destruction of Robin and Robin's murder of the Joker? Does it push Batman over the edge? Does he get another sidekick? How does he deal with this?
Right here, we have "Batman catches the Joker" as a sort of win condition. After all, that's Batman's goal. However, the win condition comes with the price - Robin murders the Joker.
You can certainly have known up front win conditions and still have a game.
If you expand RPG's to include other genre, like say, Tragedy, then you have all sorts of different methods open up and other methods close down in order to explore that genre.

Take another example of the Batman catching the Joker. What if catching the Joker is the beginning of the scenario? The scenario goes - The Joker kidnaps Robin (insert favorite NPC here) and tortures him - breaking his mind. The Batman follows the Joker's clues and the Joker lets Batman catch him in order to reveal what he's done to Robin. The Batman is pushed to the edge, but decides not to take it too far. Robin, his mind broken, picks up Harley Quin's gun and blows the Joker's brains out.
((Note, this is taken pretty much verbatim from one of the Batman animated movies))
This is where the scenario starts. The Joker had no intention of escaping. But, now, the scenario is how does Batman deal with both the destruction of Robin and Robin's murder of the Joker? Does it push Batman over the edge? Does he get another sidekick? How does he deal with this?
Right here, we have "Batman catches the Joker" as a sort of win condition. After all, that's Batman's goal. However, the win condition comes with the price - Robin murders the Joker.
You can certainly have known up front win conditions and still have a game.
If you expand RPG's to include other genre, like say, Tragedy, then you have all sorts of different methods open up and other methods close down in order to explore that genre.