You don't lose, you win the battle. The story unfolds afterwards and whatever happens, happens. Like I wrote, there are many examples in mainstream games.
@ponyguy , You are fighting in a town under siege, there comes a moment when the game/npc tells you that there's no chance to save the town, you should flee, staying would mean your dead, the bad guys are coming. You have the chance to abandon the town and live to fight another day. Or you can stay. The bad boss comes with his goons and you cannot win. You loose the fight, get beaten, tortured, raped, whatever. Then you're thrown in jail. Later you get the opportunity to escape, on your way out you pass next to the boss' room. You can choose to enter it and now that he's alone you can beat him. With a broken nose and a bruised thighs you escape, but his army falls apart without their leader. If you had escaped earlier, you get to keep your virginity and your pretty nose, but the bad guy conquers few more towns before you get your chance at him later in the game.
I hope this illustrates my idea better.
And yet again:
I'm not saying there should be no GOR.