Hm, I see your point. It basically comes down to a bit of a gamble: doing something out of the ordinary (in a non-feel-good way) can pull you deeper in by actually making you start to care.. or it can make you think "Bah, this is rigged to make me lose, goodbye". It probably depends on the execution (no pun intended <img src="/ubbthreads/images/graemlins/smile.gif" alt="" />).
I think there may be a parallel with movies here. It is extremely boring to watch big budget movies because you can just tell who's invulnerable based on their real-life paycheck. All the drama is almost-drama, because the director can't play it out to a deadly end as the actor is too expensive. Asian movies on the other hand make it a point to make sure that at least one big name gets clipped five minutes into the movie <img src="/ubbthreads/images/graemlins/smile.gif" alt="" /> (<span class='standouttext'>Spoiler : </span><span class='spoiler'>case in point, Hero</span> <img src="/ubbthreads/images/graemlins/smile.gif" alt="" />). Yes it makes you pay more attention, yes you care more and feel deeper emotions than just "whew, that was close" -- but here too, if the execution is bad, you will feel cheated. And who's definitely going to feel cheated is the crowd that just came because it's a that-big-name-flick, similarly to how hamsters would feel cheated if it's this item, or that one, but not both (nevermind the moral backdrop).