Well I think this basically is a problem of how can you end the game:
1. Pile out the provinces/colonies without a lead
2. 3 Pile without a lead
3. Get your opponent over 50% of the remaining points.
How is risking these worthwhile?
A. Incomplete information. Swindler is an excellent example, you may know the odds of hitting something (e.g. 1/5 chance you hit my province) so looking at the odds of losing this turn if you play swindler are low while odds of losing next turn are high (e.g. I have a Kc/Scheme deck). Better to roll the dice now. Likewise apprenticing a Duchy or a Province can be a strong odds move that nonetheless fails.
B. Mandatory actions. I Tr->Tr a Smithy and end up with only a Barons, coins, and provinces/duchies and no estates -> pile out the estates while buying a duchy & losing by 1. Golem can be particularly nasty here - mandatory trashing or gaining can really hurt, particularly for something like Fairgrounds.
C. Opponent reactions. If you Bishop a Hunting Grounds planning to 3 pile with a 1 point win ... will they instead trash their only curse (1/4 chance)? If you play Torturer for draw, will he take the curse and discard a Beggar to power up his gardens?
I think virtually all the answers are just pick a number, pick a letter, and then make assumptions as needed to get things to work out.