It really depends on the individual's idea of "winning". If the player's idea of winning is being able to collectively tell a good story, then it may also well depend on the individual's idea of a "good" story. While my character succeeding in his endeavours all the time is a good story to me, but it is not likely to be the same for you.
But really the part of gaining information via negotiation isn't really so much about winning, it is more about getting ahead. It is not about failure, it is about degrees of success. If a fight is not going my character's way, I will still use the opportunity to gain some degree of success from it. I can find out what kind of attacks my attackers favor, what are their motivations and who is behind them, all sorts of information can be gained.
Maybe the attackers just want the thingamajig and my character is simply in the way, maybe as part of the concession, my character can plant a Batsignal on the McGuffin or in order that I concede and they get their objective, the GM makes an Evil Villian (TM) monologue. And if the attackers want my character dead, then I as a player know "Death is on the cards" and I can tag it to my PC's benefit.
In fact, I can choose for my PC to "lose" or at least allow the NPCs their "win". Some gangsters come looking for my character. I do not know why they are here. Do they want to "teach the punk a lesson" or "give him a pair of cement shoes"? I do not know. So I offer to Concede. What the GM does, whether he accepts or not tells me something. And I can try to keep my character's powers hidden along the way. Say the gangsters are going to be satisfied by just beating my character up, I might not have my PC go Supernatural Strength and Toughness on their punk asses. The GM's villain might not know my character is Dr Donald Blake and my character could go Mjolnir to his face, so I am not going to give the GM that excuse.