If it's a game against the computer, then many probably use the save function. But if it's against another person, it's unlikely. But I think few people win all the time. Sooner or later, there are some losses: a Castle or a hero with artifacts. What would you do in this case?
Well, I haven't had that happen with the computer, but it does happen with another person :), but in any case, we go have a beer together - the loser naturally pays :D
P.S. By the way, I haven't encountered a single case of losing the main hero (I mean against the computer, even if you run into shackles, you still come up with something..., but with another person - it usually means defeat). - At most - escape :), or bribe - that has happened too...