Absolutely agree that it can be fun to be the last one standing, I guess I’m more referring to situations where say this demon (who is much more powerful than you) requires you sacrifice a villager to them or the whole village burns type scenarios. Like why present only losing options? Is that fun??

Take your cool edge scenario and try to make it as much fun for your players too

Oh yeah you’re right. There should always be an option for them to do something clever. Let them surprise you. Unfortunately it can come down to rolls but that’s the barrier between success or failure. When the rolls go their way they’ll feel so smart, otherwise they were THIS close!