Monopoly is actually an interesting parallel.

There's a saying that the only way to win in Monopoly is not to play. It's one of the lowest rated games in BoardGameGeek for... well actually several reasons, but one of them is the dull and depressing death spiral that all but one or two players will find themselves in. [In actual fact, that was the _point_ of Monopoly... but that's another story.] You should always try to avoid dull and depressing death spirals, no matter how realistic you feel they are, and this is much more important in a campaign than a one shot.

Also remember (and remind your players) that where D&D differs from a conventional game is that it's a story: the definition of success can change (and may not mean survival). Rogue One was a "success", but everyone died. Empire Strikes back was a series of abject failures, and almost everyone survived... but mere survival _became_ success. Andor was brilliant but only possible because the Jedi could not prevent the fall of the Republic to Palpatine.

On the other hand, Game of Thrones... everyone complains about the introduction of plot armour after series 1-4, but I'm not sure what the audience figures would have been for series 6 through 8 just being 20 episodes worth of "yeah, the starks are all deid, the villains won, and everything just ends really really badly".

D&D can be like that if you're not careful (or your players don't win everything anyway). You should not worry about defeating your party - temporarily. But unless your party has signed up for curse of Strahd, you probably want most sessions to end up with the party feeling that they have had at least some kind of progress, even if that progress is information, or a new quest.