Like high magic/low magic, PCs risk of death, and other such debates, I think this question results from the flexibility of RPGs. If you want to play an RPG where you can win or lose that option is available. As others have mentioned, a campaign in any genre and any game system can have a story arc that completes the game. If the PCs manage to do this, the players certainly feel like they won.
But I think in most RPG games, and certainly most D&D, there is no winning or losing. There may be temporary victories, but then you go on to tackle the next problem, where your PC may die or otherwise fail.
While Selma is an attractive woman, I already have one of those, so I voted for the punch and pie.