Many are more or less told that it's not possible to "win" RPGs, and I suspect that the pushback against any notion of "winning" in RPGs comes at least partly from a conflation of two different senses of "winning."
In one sense, "winning" means a thing ends. There is a final, clear victor. E.g. the World Series has a clear win condition: the first team to win four games is the winner of that year's World Series. In this sense, no one "wins" D&D because its ending is generally not related to winning per se, but to the opportunity to play, or the narrative structure. A philosophical commitment to "you can't win D&D" thus becomes, when fully spelled-out, "You can't end D&D play purely through some kind of metric of wins."
In another sense, "winning" just means "finding success." E.g. winning a combat, winning a drinking contest, winning someone's hand in marriage, etc. In this sense, D&D is full of winning, and indeed the whole point of playing is to win, to achieve your goals.
D&D isn't alone in this. One cannot "win life," as in, there is no victory condition for being a living person. But people do speak of "winning at life," finding superlative success in all of one's endeavors. So, perhaps it is useful then to say, "One cannot win D&D, but one can win at D&D"?