It’s a fundamental misunderstanding of what RPGs are. It’s mistaking RPGs for finite games (which have set win conditions), when RPGs are infinite games (where the goal is to continue playing). There is no win condition for an RPG. The goal and point of playing is to keep playing. The weird thing is that within an infinite game you can have finite games (such as a mission, quest, goal, etc). You can even view common mini-games as finite games (character creation, combat, exploration, etc) within the infinite game of an RPG. But it’s a mistake to confuse winning a finite game within an RPG as winning the unwinnable infinite game that is the RPG. More people into RPGs should read game theory.
This is making the exact mistake
@Manbearcat is talking about -- ignoring the short term in favor of an argument for the long term (which also doesn't hold up, but different topic).
When I'm playing Blades in the Dark, we have the entire game, where I don't have a good idea where it might end up or what I might want out of it, so I don't have a "win con" established for the entire game, especially at the start (although this changes). I do have specific goals I want to accomplish. For example, one of my character's goals right from the start was to achieve enough wealth to retire in luxury. So, I've focused on building my character's Stash, which is a measure of lifestyle (it's not fungible or spendable, although you can liquidate it at a premium in a pinch), and I've not achieved this goal for my character. I've achieved one of my Win Conditions.
Still, in a given game, we have lots of moving pieces. Currently, and for quite a long time, my character has had a rival trying to take them down. I have a definite Win Con of "seeing Harker breathe his last breath." To accomplish this, I have to expend resources and take risks and balance this against other things my character cares about. It's still a clear Win Con. In a Score, the Score has a clear Win Con -- do what you're tying to do. We've had scores to recover lost gear from the Deathlands, to negotiate the release of friends from captivity, to transport illicit goods across the city, to crush an opposing faction, to engage in a duel and win, etc, etc, etc. So, completion of a score is a clear Win Con, but even in a score there are always smaller win cons that show up -- in a recent score, I tried to implicate my rival as responsible for sabotage I just did, thereby linking multiple win cons (completing the sabotage was a diversion for the main goal, and so a minor win con). I failed, mostly, to do this (the sabotage went very badly, but I managed to hang enough of a implication that I could leverage it with future resource and effort).
Sure, you say, that's Blades in the Dark, but not D&D, which is special!
Okay, in the Rime of the Frostmaiden game I'm in, my character has a number of goals. We just sacked a duergar keep. My win con here was to get information on what the duergar were up to, and to not be killed in the process. Also, I have the win con of showing that I'm useful to the group, because my character is an outlander with a very "if you are not useful, exile" mentality. I also had a player goal of continuing my fun rivalry with the artificer. All of these things have win cons. I took very little damage, I was able to find an invisible duergar who was trying to sneak away, and I rescued a party member from a trap with clever thinking. All things that align to the various win condtions I had for the session.
Now, is there a win condition for the game? Sure is, complete the module. We're playing this game for the module, with little expectation to continue to a longer campaign. The idea of the never ending game without a point is one I increasingly find odd.