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Bear with me.
There are times, particularly in the art of war and diplomacy when losing as an objective is just as important as winning. There are examples of intentionally losing battles in the short term in order to win the overall war, such as enabling enemies to capture false information or acting as a Trojan Horse to support the success of a final goal at some point in the future. Either way, such strategic thinking while extreme is still an essential part of the job but to do it effectively and convincingly is an entirely different matter. Starfleet often encourages it's officers to "think outside the box" so it seems plausible to me that their may well be training scenarios where victory may be all but assured but needs to be averted at any cost as a part of a bigger plan. With this in mind what form might such a training program take and which officers specifically might have to take such a test to learn what is arguably the much harder lesson than learning how to deal with failure, but rather sacrifice?
Update: /u/toasters_are_great actually cited the specific clip from another franchise that highlights the kind of scenario I am attempting to explain here, credit to them and giving us the link as follows:
Ranger Cranston being ordered to lose on purpose, but to make it look like it's not on purpose.
Fair question. The point would be how far you are prepared to go to achieve success. Whereas the KM is about doing everything you can to succeed in a rescue, the RKM would be about going into an otherwise safe or winnable situation and doing everything you can to deliberately lose it for the sake of the greater mission. Such a test might help to identify the creative or critical thinkers as well as how far someone is able to go in order to achieve success in an unconventional situation, which let's face it comes up a lot on actual missions. One scenario I could envision is where a command officer being tested must conceal the true nature of the mission from the crew (which would make sense if they were facing the Borg for real and assimilation poses a risk of people finding out if too many people know about a potential trojan horse) so the officer has to juggle the unconventional situation of having to somehow lead a crew to failure while avoiding potential mutiny or at least suspension of command under dire circumstances.
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Big B5 fan here, this is exactly the situation I had in mind when I wrote this question. Thanks for your comment :)