Even when you are winning a lot along the way. This is very much built from significant individual battles, and a game where you're in for a long, hard slog. A couple of hours into Company of Heroes 2: Ardennes Assault's campaign it becomes clear Relic hasn't forgotten about it. It's strange that most war games seem to have forgotten that one very famous saying: 'you've won the battle, but you haven't won the war'.
