That's the thing - playing to "win" depends upon having a defined win condition. Unlike, say, chess, RPGs don't have a single, well-stated win condition. Playing to meet a player-defined win condition is not antithetical to roleplaying, so long as the player goal is in line with the stated characters goals and role.
I have, on occasion, seen a mismatch - where the player played entirely against character in order to "win" (leading one paladin to do rather unpaladin-like things, and a very angry player who didn't understand that this would have repercussions, and ultimately lead to character death, rather than "winning".)