This may sound strange but I do this to get better tactically and I learn more from losing most of the time than stomping my enemy into the ground every time. Many of the battles planned, especially by the allies after 1944, were specifically designed for the axis to have no chance of winning and as few casualties as possible (European front) via overwhelming troops, supplies, etc. I would like to see a few scenarios specifically designed for the player to lose by attrition and not by better or more stuff. The ability to give your enemy a 200% advantage in men and equipment doesn't start them out in a strategically better position and can be overcome. The honor would be to see how long a player could last and how well he could get his troops to perform until killed or captured. Weather (mud, cloud cover, cold) directly affecting the troops would be great in scenarios like this. Stalingrad, or the fortress town of Metz would be the perfect example of futility for maps. I know there are a few maps from CMBO, BB, AK that give big advantages but not really the attrition and struggle over a time frame that make heroic action really heroic. Imagine starvation, frostbite, and constant pounding from the air affecting your troops as much as the attacks. Make the scenario impossible to win, but find the small victory in holding to the last man.
I know gamers hate to lose, especially to the A.I., but I like the idea of bad weather, no food, supply, and hope. Only then do you find out what your leaders and troops are really capable of.