Years ago, a bunch of us locally played a tabletop miniature game called Mordheim. It was a game set in the Warhammer Fantasy universe, but was based on small units. We like the game for several reasons... you could play cheaply, as there were not as many miniatures required, there was the option to keep your warband and have them gain experience, and it was a fun excercise in small unit tactics.
All of the scenarios had goals... it wasn't just fight to the last man (necessarily) and you could, in fact, win the fight but lose the scenario.
One game in particular that demonstrated this was between my Pelican Master Harald and my protege brother Gabe. The scenario called for him to get across the board with a treasure, if I remember correctly. Gabe was winning handily... his warband was faster than Harald's dwarf warband, and he was almost at the edge of the board. The last thing in his way was one of Harald's war bears, but it was no threat... it had been knocked down by another character. All Gabe's guy had to do was waltz on by, game over. Gabe stopped to kill the bear. Should have been simple... all he had to do was roll to hit it, then next turn, skip off. No problem.
He failed his roll.
Next turn, the bear got up. It delayed him long enough for Harald's dwarves to get in range. Gabe lost.
We used this scenario for years to demonstrate the concept of not losing sight of your objective. There are many times in melee situations when it can be tempting to step out and play the hero, but in doing so you may risk losing the tactical advantage in the battle.
So remember kids... don't stop to kick the bear.