Like some of my favourite game sessions in Civilization 4 is not playing to win (although I definitely know how to win), but it's was the roleplaying.
There is of course an explicit win condition, but winning isn't always the most fun. I suppose an explicit win condition could guide a player towards certain paths (e.g. conquest victory drives players to be aggressive warmongers like certain irl historical states). But what if none of my roleplaying goals align with a victory condition. If anything, the malleability of board game allows a lot more flexibility in this realm.