I totally agree, but allow me to elaborate as it applies to my specific situation. I'm running CoC, which from what I've experienced as a player, a GM, and a fan of Lovecraft, is supposed to be very deadly, and as a general rule, people are supposed to avoid combat and guns (even if they have them). What I meant by "win", is more of the D&D 4e, balls and chunk, conquer and kill approach (this is maybe only 10% of the time, so it's not a game killer, it's just super annoying). After all the hard work that goes in to running a game, I feel like they could make more of an effort to understand the ins and outs.
I am totally willing to accept my share of the responsibility in the situation, and like I said, it's not life or death. I would just like to avoid it.
Thanks again for all the great comments. It really helps.