Up to a point, yes. But fun shouldn't be contingent on always doing what's optimal or trying to win. Especially in an RPG. The point is the story and drama and playing a role, not optimization or "winning" the game.
Yeah, but I think that story and drama shouldn't be a result of the player purposefully making a bad move with nothing to show for it.
There's a quote from st. Vincent that I absolutely subscribe to:
I don't want to hurt your character and then point to the rules and say "they, they made me hurt your character!" That's not what I'm getting at.
I want, if I don't hurt your character, I want you to point to the rules and say, "hey, why didn't you follow the rules? Why did you cheat and let my guy off the hook? That sucked." I want the rules to create a powerful expectation between us - part of our unity of interest - that I will hurt your character. Often and hard.
While he's talking about the game master, it applies to the players too. I, the player, don't want to deliberately make a bad choice that puts at risk my position and control over the game state when I have a better option.
I want to have options that all are bad for my character.
No idea what shields are like in Dark Souls.
They are exactly what I've described. They give protection and let the player to avoid the fun part of Dark Souls combat system -- taking bold risks, attacking and dodging
just at the right time. Actually, they are less effective than two-handing a bid anime sword in the hands of a skilled player, but in order to become a skilled player you have to ditch the shield... So many newbies are
running slowly crawling around with shield+spear combo and generally have a pretty bad time. Then, they either "get" it or drop the game, because it's boring.
In Bloodborne, where combat is generally similar, there are no shields... So the player
must learn to play aggressively, in a risky, fun way. Many of them then go back to Dark Souls, play it the Bloodborne way and have loads of fun.