Let's face it, on the whole, H-games aren't challenging. Most of the them are some form of a visual novel, and that's okay! Most of us on here are fans of adult gaming and enjoy the interesting stories, characters, and the visuals those games have to offer.
Then there are those games out there that actually do offer significant amounts of gameplay (i.e., an action sidescroller or platformer, RPG, or a simulation game). These sometimes compliment well to their adult-side aspects, and sometimes not so much (both good and bad). Or, they just feel shallow or unnecessary. Really good gameplay makes one forget it's an adult game in the first place.
Regardless, I always give it an honest go for games that somehow piqued my interest. As such, I generally dislike situations where the player "wins" by losing such as GoRs (game over rape) or bad ends. Games such as those almost makes grinding levels, mastering a difficult jump, defeating a tough adversary, or staying true to a certain path you've chosen despite temptations feel rather pointless. However, more often than not, it's sometimes hard to "lose" as there wasn't much in the way of a challenge in the game in the first place. And it just feels wrong, to me, to purposefully throw in the towel when there's no challenge at all. I'm not too keen on replaying such games either.
Thus, I greatly appreciate games that reward the players that actually does well. For instance, Meritocracy of the Oni & Blade from OneOne1 is a weighty RPG when it comes to H-games. If the player does very well and gets a good ending, then there's no real need to go back and replay the game again to see all the bad stuff that could have happened as the game unlocks them for you as a reward (in addition to the ending you've got). Whereas this would not be possible if the player fell into one of the pitfalls of the game and not achieved a favorable ending.
So, do I like games that rewards players by "losing"? It really depends on the game and some games pulls the win-by-losing mechanic off pretty well. But generally no. More often than not, I tend to not enjoy that type of system, but that may not be the case for you. Each of us enjoys things we like and dislikes things we don't; and, that's cool too. Thanks for hearing my quick thoughts on the matter. Cheers, y'all! ^^