This lives in my brain, what a philosophy:
There is no internal end point, single goal, final Easter egg or "You Win!" announcement in Dwarf Fortress. Therefore, eventually, almost every fortress will fall. The only ones that don't tend to be very conservative and very boring—and what fun is that? Thus, DF
losing ∧ DFfun ⇒ losing = fun, and that's okay! It's a game philosophy, so embrace it, own it, and have fun with it!
Dwarf Fortress is Type 2 Fun, Making Mistakes can be good if you enjoy it and learn from it.