Problem is the supply convoy system. I was playing as Germany and had all my convoys out when war started and did not remove them for a long time. The AI was reporting sometimes that one (!) convoy was sunk. If you run into a small British Fleet with your convoy - there would be only one sunk, but the rest would be taken! Maybe a single ship can sneak through the Atlantic but not the Mediterranean.Well the thing is, it wasn't a gamble at all...
Also I don't think it counts as a big gamble if all I risk is one para division .
In Reality you should loose, because you are not able to supply the unit.