As far as 2-player competitive play goes (3/4-player and casual play are different), I disagree in the strongest way that resigning under any circumstance is rude, assuming that the game was played honestly up to that point (e.g. resigning on turn 1 would be obnoxious).
When two players are playing a game, they are playing it for mutual enjoyment. If either player decides they wouldn't enjoy playing out the rest of the game, then that player is welcome to stop playing (as long as they actually exit and don't just close the tab). For the winning player to claim it is wrong for the losing player to do this is, in my opinion, rude itself.
It's not just chess that's like this... this is the standard for any 2-player competitive game!
I also agree with sitnaltax that, in Dominion, the losing player is welcome to play out the entire game even if far behind. There's almost always the possibility of crazy shuffle luck turning the game around, so if the loser wants to try for that, that's fine with me. It can also be a good learning experience to see how the endgame plays out on a particular board, even if the score isn't close.
What really bugs me is players who say "gg" and then keep playing. I never know quite how to respond to this, especially if (in my judgment) they aren't very far behind. To me, saying "gg" as the loser is synonymous with resigning, so I don't know what's going on here.
What's worse, in my opinion is slow-rolling. When you can buy the last province with what's in hand, are way ahead anyway or only have means to gain 1 province in your deck, and play out your whole engine before buying the province. That's not fun for the person sitting on the receiving end.
In this situation, if you are on the losing end, just click the exit button to resign during your opponent's turn. This is generally what I do if my opponent seems interested in drawing their entire deck even if they already have the ability to win the game. Since the loser has this option, I don't feel obligated as the winner to end the game quickly on my turn (instead I usually aim to maximize points), although sometimes I'll end it fast anyway.