Yep. An infinite string of "oh, look, we win again...meh" is about the worst possible style of game. Always winning is just as boring as always losing. That's why there's dice involved. Sometimes you win, sometimes you lose.
Hence why I recommend expanding the definition of what counts as "losing" to things other than "your character died, roll a new one."
This does, of course, require that the players be more invested than "absolutely ruthless mercenaries who exclusively care about money, power, and combat." If your players are unflinching and unrelenting
hardcore murderhobos whose characters would sell their grannies if it meant getting a leg up or a quick buck, then there's probably no hope for a game focused on anything else. You may wish to talk with your players about whether their preferred style is a good match for yours. People talk all the time about how their players are super enthused to play and excited for doing what the speaker wants to run, and then turn around and talk about how limited they are and how much of a player riot it would be to change one little thing... it's very confusing and frustrating to discuss.
Just as not all individual players are a good fit for every group, not all DMs are going to be up for what the group wants to play. E.g.
@tetrasodium has pretty bitterly complained about how their players treat them, to the point that I genuinely wonder why they continue to do so rather than just telling said players, "sorry guys, you want me to go somewhere I can't follow. I wish you luck, but I can't run what you want to play."
But if this
doesn't apply to you, if you have players who aren't dyed-in-the-wool murderhobos 4 LYFE, then it is eminently possible (and indeed IMO a significant improvement) to provide stakes, consequences, and challenges where
player character death is never on the table in the first place, or is a remote and unlikely possiblity. Hence why I have found it so baffling when people respond to my statements about this with cries of destroying the game and stripping away any and all meaning and making it so the players guaranteed always win 100% of the time so why even bother playing etc., etc. It's genuinely like DMs out there are
incapable of conceiving that there could be stakes more interesting and relevant than mere survival; as if they believe that there cannot be things which (as Lewis put it) have no survival value, but which
give value to survival.