Part of the issue at hand is that showcasing defeat through gameplay is not the most gameplay/story integrating (nor satisfying) method, as usually, if done poorly, you will be left with either a “That’s bullshit, I was clearly winning there” or a “Why bother if I’m going to lose anyways” outcome for the player.
Now, there are things that you can do for the player to willingly put themselves through unwinnable suffering - at the right price, of course.
1: Victory Beyond Death
If such chapters aren’t the direct conclusion of an arc or a game, an easy choice for it is to have such chapter reward you based on how much you hold out.
If you are aiming towards a full party wipe (whether this is a permanent loss or a “they get captured to be returned later” situation) - that is, a complete and abject loss of resources and investments, at the very least you might get something in exchange for it.
In this way, it makes sense that such a chapter would have a forced turn limit that then allowed you to keep playing with every new turn threshold letting you get something out of it - be it more distance/turns on the following pursuit chapter to allow more chests to be opened, or more reinforcements to block out the enemy’s advance in that pursuit chapter, and such many examples.
2: Unconventional Gameplay for Unconventional Games
Standard games are going to be bound to standard gameplay conventions - character permanence and supports, building and getting attached to an army - where insanity-driven chapters whose objective is to cull the herd are a hard match.
That’s why it only makes sense that for an unconventional type of chapter on a non-isolated manner, it makes sense that you contain it within an unconventional game, which is to say:
- A less character-driven game, where units are less of a face with words bound to them and more akin to just a different resource.
In this way, if you can hammer through your game that units are entirely replaceable (by making them a resource that you can purchase at a cost) and are just a tool for weapons to be held, facing such a loss (whether it is the loss of an entire group, or singular losses), it can lead to allowing such a chapter to fit well.
- A game where sacrifices must be made in order to keep the story progressing.
In short, how far you can keep playing is entirely tied to how many allies you have allowed to get killed - which you could picture as a reverse de-recruitment of sorts. You begin the game with a full army and must keep losing and losing units as the game progresses to be left only with a handful of them as the game ends - so in this way, it makes perfect sense to introduce a chapter that will kill a large amount of your units as that is the game’s core mechanic.
- A game where death is a minor inconvenience.
In opposition to the other two, I want you to consider this as a unique approach to this situation: If dying in the battlefield is irrelevant, there’s no need to pull any punches and make chapters entirely aimed towards making the player sacrifice some characters to win time or push an objective further.
Weaponize “Casual” mode, so to speak. Force the player to slowly wittle down their resources through a chapter taking down enemies that would cause a large loss on your side if not taken care of, but must send someone off to deal with them (and die).
Whether this is done through a narrative excuse or you just make a game like this, either option is serviceable enough.
3: It Must End This Way
Sometimes its just the way to end a story, as all must fall.