Thanks! I'm not sure how I missed all monster scenes honestly, I thought for sure I'd died and received the Game Over several times while going through the third and fourth dungeons butThere are indeed defeat scenes once you reach the third dungeon.
Edit: I should add, that's also when the difficulty starts to ramp up and losing naturally becomes more of a possibility, hence that part of the note.
FWIW, I 100% believe you, but it seems so strange that I somehow missed every possible monster scene... in fact now that I think about it I know I died a bunch of times in the third dungeon since that was the first one to really give me problems. Died many times before I turned the difficulty down and was able to finally proceed.
Is it only specific monsters? Or something specific you need to carry/do to make them happen?