That phrase is the Dwarf Fortress motto, the game you not only lose, you lose in such a spectacular way that it is waaaay more funny to lose than it is to "win". If you "won" in DF, all you get is routine, a well mantained fortress. If you lost? You have stories of insane children babbling on corridors, wrestler dwarves who died pinning a demon made of poison in the middle of the dining hall, and the classic where your last sane dwarf pulls the Armaggedon lever ( every respectable fortress has one) and floods the entire map with lava.
The fun is in the stories you catch in the moment you lost. End game disasters have the potential of epic last stands, admirals who won against all odds, but died in the end, a planet that has been rebellious for the last few years being the last hope of your species against C'thulhu.
Losing 50, 60 hours in? Yes, it is rough, but it will be your most memorable campaign. and probably the one you will be the most fond of.