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D&D extensive character advancement isn't true in all game systems .. you could begin extraordinarily competent and brightly colored cinematic with very little advancement so similar challenges will still be challenges on your 20th adventure as on the first that you play.
In many movies and books of widely different styles very little sense of character advancement is common... the tone of a story doesn't necessarily ...relate to dramatic changes in power level.
I wasn't talking specifically about character advancement, but the players' sense of wonder.
In G&G, if you keep it low, you don't need to best yourself when picturing the opposition. Alatriste doesn't face more and more dangerous challenges during his career.
On the other hand. take Marvel or DC, for example. There's little to none character advancement in terms of power, but once you've seen Superman or Thor fighting against whole alien invasions, godlings or Death itself, if on the next issue you see them catching a petty thief, your reaction would be "meh". You want their adventures bigger, badder and louder, whether or not the characters themselves advance in power.