You know what i am talking about: An Action RPG game ala Deus Ex or System Shock 2 with TONS of options. If you play more on the offensive and murdering everything in your path, you get the bad ending even if you get the most fun doing what the game gave at your disposal. If you play nice (as in, you solve problems in non lethal ways) you get the good ending even if the process is tedious and its CLEAR that the developers wanted to shoehorn a moral of "dont sucumb to power" at the expense of 90% of the gameplay.
Last game i played that did this was Dishonored, and one that did it right was IJI. Mainly because, even if you dont get to use anything exciting on a "good" path in both cases, Iji at least doesnt become a bloodthirsty hypocrite and her sanity remains intact (most of it) at the end of the conflict, Corvo in the other hand, has no character to speak. So there is a chance that players MAY give a fuck about sacrificing their fun in order to care about the well being of a fictional being.
I am kinda interested to see your examples where lossing the fun aspect of the game still pays off in something that is worth preserving or achieving or makes sense in the context of the story.