I like the Firaxis XCOM games because I can actually win.
However, the fact I do win also disappoints me. The originals have an unbeatable sense of hopelessness that if I do ever win, it will feel so much better. Kind of the same with Nethack. I’ve played easier roguelikes and won; but I have never beaten Nethack without cheating. If I ever manage to beat that legit, I’d absolutely lose my mind with feel good brain juice.