I think this is pretty implausible for much RPG play. Eg many RPGs feature wargame-y combat rules, and these clearly do have a win condition ie that the character the player is controlling survive the combat, preferably victoriously.One objection I've read a few times in this thread might boil down to asserting that RPG doesn't contain a win condition
It's easy to conjure up variations - eg in some contexts one player might quite reasonably sacrifice his/her PC to save one or more others - but these don't show there is no win condition. It just shows that it is a bit more complex than my standard-case description of it in the preceding paragraph.
When I look at a typical TSR or WotC module it is replete with encounters that presuppose win-conditions, either the combat one I just described or some other sort: eg avoiding/disarming the trap; persuading the NPC; surviving the inclement weather; etc.
These win conditions are often "local" ones - ie they arise in the context of the encounter/scene which is just one component of the ongoing game. But I don't find that very persuasive as a reason to think that, overall, RPGing is play witout win conditions.
My initial thought is that to get a RPG with no win conditions you need a RPG in which, when situations are framed, there is no expectation as to what counts as a success in resolving it. Off the top of my head I can't think of any TSR or WotC module that exemplifies this. The only published adventure I can think of that comes close - from memory it has some loss conditions but I'm not sure it has any win conditions - is the Robin Laws adventure Demon of the Red Grove which is in the HeroWars Narrator's Book.
RPGs I can think of that might be seen as trying to systematise the absence of win conditions would be Wuthering Heights (rolls can succeed or fail, but I would say that scenes don't have expectations of what counts as success in resolving them) and maybe The Dying Earth (PC advancement is entirely metagame driven and so independent of what actually happens to the PC in play; and while PCs can definitely do better or worse in any given moment of play, the overall trajectory of play is that it doesn't matter and you just suck it up as a player while doing your best to trigger the advancement conditions for your PC).