Yes
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If you offer choices to the player, but there is only one that yields positive results, then yes, that is bad design. 

I do not write video games, but a lot of Table-top RPGs. I always think of success in multiple levels or factors. This allows for the PCs to go "well shucks, we almost got 'im, but at least we [...]"

This also increases the threads for a sequel...


5-point success scale
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Instead of one "happy path" and a bunch of bad ones, try and think of successes based on a scale that goes:

Best/ Good/ Okay/ Bad/ Worse

- Best: Kill the villain, marry the princess, get the loot
- Good: Kill villain, get some loot
- Okay: Villain defeated 
- Bad: Villain escapes
- Worse: PC defeated, princess killed, loot spent by villagers on Christmas ornaments.
 
Multi-facet victory
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Similar to the previous, but there are multiple levels and different elements that can be used to determine success. From the previous example:

- Villain: Killed/ Escapes/ Wins
- Princess: Married/ not married/ killed
- Loot: A lot/ some/ none

This creates a success matrix where you can fail one thread, but succeed at the other two.