Yes. If they can win simply by buying the last Province on their next turn, don't do it. You're better off putting the pressure on them to decide whether they want to take the penultimate Province rather than putting yourself in a dicey situation. If they can't take that last Province, no problem, just take it the next turn, or keep gaining points until you're caught up, and hope they can't. I've even won games buying two-three Duchies per turn when I'm behind towards the end, rather than making a rush for the Provinces. This is why keeping track of points is a must.