They can. However, the probability is they will lose more often than they win and they will lose more than they win. That is what expected return means. The question is do you want to proceed with a high likelihood of losing or a high likelihood of winning. I think most smart people prefer to proceed when they have a good chance of winning. Isn't that why you play expert strategy most of the time?
Where did I say "you must lose"? I said over time the odds are you will lose. And, the more negative the game, the more likely you will lose.