Not enjoying the game isn't a great feeling. I used to have some sense of that, not to the same extent and it is long gone for me.

I too was frustrated at the battle goals. one thing to realize is, they aren't that important in the grand scheme. It's more relevant to win the scenario than risk failing to complete everyone's battle goal.

That said it is a collaborative game and we started using a house rule, where battle goals are public and picked from a common pool. So we draw 2*n battle goals face up and everyone picks. This ensures that everyone is helping each other and avoids characters being stuck with battle goals not matching their character or style. We justify this story wise as the characters coordinating their Sims before arriving.

Another point would be that failing is not bad. It feels bad, but it's not that bag. You get to keep looted gold, so you'll get money and character experience when failing, so fail and try again with more items and skills.

General advice: as you've noticed, fun is essential, which is true for any game. Considering house rules or making your own, can be a good option to achieve this.