The game is not just about losing, in my eyes, but also about the "Now What?"
Once you get the hang of the controls and what's needed, it can be pretty easy to make a successful fortress. Pick an easy place to build, make the fort, seal it off when gobs come until you can make an entrance filled with traps that no siege can pass... and when you make this ideal fort, that nobody can destroy, the mind wanders. It thinks... "Now what?"
This is where the true creativity lies, and where the imagination takes hold, not in the combat logs or the constant losing. When you first make your fort, and you get a hang of everything, all is functional. Here's the dorms. Here's the coffins. Here's the workshops. Here's the stockpiles. But then you start thinking... these dwarves all worship Gods, perhaps they'd like a temple? I like those seven dwarves I started with, but one died in an accident. Perhaps I should honor them with their own private tombs. These caverns I had sealed off, imagine if there was a miniature fort looking over them? Imagine if I could see the whole land from a massive tower? That cliff face would look nice with a face on it...
And when this fort is truly complete, one would perhaps try to challenge themselves. Can I do as well if I embarked on a glacier? What if there was an aquifer beneath, could I still mine through? If the lands were evil, what would I find then? What is this blue mineral I have heard so many legends of?
The boredom of pure success spawns the excitement of creativity, and the search for challenge. THIS is who Dwarf Fortress was made for.