Not necessarily. In go you often calculate the score and come up with a conclusion that by playing proper moves you will lose by a small margin.
So instead you launch a desperate maneuver in a hope to either turn the game around or lose by 30 points.
I see what you're saying; this is true for any game scored win/loss. Even gridiron football if you're down by 4 points with time almost out you won't kick a field goal (worth 3 points).