"To beat your opponent'" is only one form of the idea of winning - "to get the most valuable thing" may be a more useful one.

If what you could learn from taking an unusual strategy or playing against a harder opponent is more valuable than whatever you get from just beating your opponent, then yes, the first option is the better one. There are probably other examples of this kind of thing, too - the things that society defines as 'good' or 'winning' are not always going to match what we value most.