If the player knew ahead of time that a single failure meant permanent loss

That would be the RogueLike genre, of which NetHack is a pretty good example of "painful trial and error to learn how the world works". Most successful players just go online and read the spoilers, and I'd argue that this is the more rational approach - it's irrational to go out and pay the price of failure when someone else has already done that for you, and you can learn from them.

Besides, most people don't find that sort of trial and error game play fun, which I think is a fairly important consideration if you're trying to teach people.