Back to the OP. There are exceptions, but in the big scheme of things it usually doesn't matter.
If ending the game will cause you to loose, what are your other options? If you don't end the game, your opponent who is winning probably will. Realistically in most cases, instead of buying that province you can get one duchy. So all your opponent needs to do is buy the prov to win, or buy a duchy to return to the exact situation when you started your turn. In most cases, your options are to end the game losing, or drag the game on and lose.
In 3-4player if you can end the game and don't, odds are that you will not get another turn. If you can't pull a lead, you are loosing no matter what.
So really 95+% of the time if you're beat, you're beat. By skill or luck they built a better deck and played better. Dragging it out will not change that. If you don't have a way to pull off 3 buys or have a kings court/possession combo in your deck, why bother.
As someone suggested, if you want to count, only keep track of your opponents score difference. It keeps the numbers small. It's usually easier to remember that your opponent is +2 rather than "he has 21 and I have 19".