Some comments.
Or even in simpler cases, say you're up +5 points from the last game. There are two provinces left and you're down a duchy. Duchy dancing really isn't the proper move here. If you buy a duchy, the other guy can possibly win by 9 if you get a poor hand next turn. Better to hedge your bets and just lose by three. So you wind up taking the boring safe approach.
Why is that a "boring safe approach"? Properly thought through: You have a lead of 2 with two Provinces remaining (+5 from last kingdom and -3 from this one), so buying the Province is the right play. In a single game of Dominion, is it boring to buy a Province when you're up 2 VP?
Consider a couple of counter points.
(1) Suppose you're up 5 after 3 games, and in Game 4, you're behind 3 with two Provinces remaining (and no other sources of VP). In the match, you have two games to go after this. Do you Duchy Dance? I haven't properly thought it through, so forgive me if that's a dumb question, but it is new decisions like this that motivated my proposal/suggestion.
(2) Go back to your example. If you're down 5 VP going into the final game, don't you adopt a riskier strategy that won't just win if it works, but will have a chance of making up the 5 point deficit? That's a similar principle to Duchy Dancing, but it has a longer strategy arc. Seems exciting to me, anyway.
A meta-point. After you've done the Duchy Dance 200 times, is it really that exciting to get into another run-of-the-mill Duchy Dance? Don't get me wrong. I love Dominion as is, and Duchy Dancing is part of that love, but this post is about imagining a different variant on the scoring system.
And so on and so forth. That's the extreme case, but it repeats in smaller ways in other games. The number of points you win by is often more a representation of what the game was like rather than how much better you played than your opponent.
BM-ish province games have margins of 3-9 points. Engine games have a margin of either 1 point (win on piles, buy one estate) or 25+ points (piles don't get low enough, somebody gets their engine going and wins 6 provinces to 2 or so) or 50+ points (colony games, vp chip engines, etc). Rush games have tiny margins of victory, like winning by a few estates or by a 3-5 gardens split where each gardens is worth 2. Games where you build an engine which includes a trashing attack have margins of victory which are as big as you can make them - just trash the opponent's entire deck, lock them down, buy up VP.
This is a fair point, and an admitted weakness of the total VP scoring system, but the system is fair
before knowing whether you've won one of those big payoff games. That is, before the game, either player has a chance to be the player who get the win (which on different kingdoms and different shuffling have different expected value of points). In principle, I don't see anything wrong with some games having larger prizes (I win by 20 versus 1), but I would be worried about frequent, degenerate gameplay. Adding VP across games just puts more weight on winning those kingdoms that have greater expected margin.
Don't forget Sea Hag games where you win -2 to -7.
That's pretty similar to a regular Province game where you win 33- 28. Going back to ftl's point, Sea Hag games probably have a lower expected margin of victory than regular Province games. I don't mind putting less weight on ugly low margin games, but that's my taste, and there's no accounting for taste.
Most of all, I think it would be interesting to play a tournament by a different set of rules than ordinary Dominion... just for variety's sake. As I mentioned at the outset, I love the Gokodom setup. Maybe something else might be fun too?