Is trying to win fun when you know you can't fail?
Always the winner makes Jack a very dull boy as well.
Illusionism is a whole other thread though.
As I put at the end of my point, the player must feel like they are driving the whole time. Otherwise, it is a railroad to "I win" all the time. It's the same thing fiction does. You feel like the hero is at risk, but in the end, the hero prevails, not dumb luck (DM interference).
It's a balance. If you have stupid players, you have a challenge, do you punish them for being stupid, or do you dumb it down so they can win. It probably depends on the situation and the group.
To get back to the OP's topic, if you have a smart group of players, who get stuck by the clues, they are about to lose. That won't be fun. It is advisable, (especially if the adventure was badly written), to find ways to make it so the party can solve the mystery and win.
That's kind of the point. A well written adventure and good DM make sure there are ways the party can win the adventure. A bad mystery can stump the players enough, that they can't win it. That's a lose, and it's more the adventure/GM's fault then the players.
I'm all for having a session where the players lose. But like red herrings, these should be used as change-ups. A good adventure sets the scene, and gives the players lots of opportunities to solve the problem in a number of ways. But the intent is that the players solve the problem, not that the players get so stumped they lose.
the way you do that, is to have as many clues as possible that lead to the BBEG. Let the party figure out which clues to follow, how to proceed, and even how to tackle the BBEG when they get there. That's how they get to drive.
Just as it's not a railroad for the real life police, to follow the clues the crook left, and then surround his house with a SWAT team. The crook left the clues (or DM on behalf othe crook), and the cops used the tools they have to crack the case, find the bad guy and arrest him.
The goal is for a good story, to remove the tedium, and to "usually" have a happy ending. Unless you're Joss Whedon. Or you need a change-up, because your party is too successful.