Pyre (2017)

Lose a Rite and the caravan's journey continues with that defeat as part of its history. The campaign is explicitly built without a game-over screen, so you can discover how the exiles respond instead of replaying until the scoreboard looks respectable. Their hopes make the outcome matter even when progress is preserved. Its competitions are active, team-based contests, so choose it if you want a written story that can absorb a sporting loss as well as celebrate a win.