I want to experience an interesting and believable story and hopefully feel that my choices matter to some degree. If winning or losing dice rolls still makes for an interesting and believable story, then in my view it is all good. As long as I go into a game understanding that there are these story-important dice rolls, then I am good with that.
On the other hand, if losing a die roll means that the game is suddenly over and I'd have to save scum to avoid that, then that's not a particularly fun situation. If it's that way once or thrice in a game, then that's okay I'll save scum, but it's not ideal.