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Because you get a whole campaign with the game.
You have difficulty level for a reason.
Whats the point in having a campaign if you can never get to play all the missions? Because it becomes less and less likely you will ever see the later ones. You must have to play over and over again several missions in order to finish one campaign. That is actually not much fun.
They could have got over this whole thing quite easily by enabling you to continue even if you lose the mission, but with a reduced core set of units, or leave several of your units still damaged etc etc.
There are many ways to enable the player to continue through the campaign and enjoy the game despite losing. But no they have opted for the crappiest, most annoying linear campaign design possible. A load of monkeys could have come up with a better game design lol.
I used to have Panzer General and this issue was the same in that game as well. In that game I lost the invasion of France and never continued the game because I couldnt bear to go back and do the last scenario all over again.
They still havent figured out a better design - yet they spent many many development hours improving the graphics and sounds? Which are good. But .... priorities ???
That would be the DLC grand campaign. Spanish civil war is the first one. And in the grand campaign you can find caches of equipment.
As to the OP - The problem with continuing even if you lose is that if you lost a mission there's a good chance your army is badly beat up and the next mission will be even harder.
Maybe try taking the difficulty level down a notch.
It seems you only want a collection of scenarios. That's not the idea of this game though.
Linear campaigns like this are such a lazy mechanic that forces players into frustration as they try to complete the game. Too much like hard work for me.
You would think they would have improved on it for the new game. But no, still the same old slog. I wonder if anyone has actually finished a campaign in this game. Must take patience and diligence that I dont have.
What happens when you lose the scenario twice? Got to play it a third time? How on earth is that supposed to be fun?
If you lose a scenario it ends your campaign BUT there are ways I have posted earlier in the thread to not have to go back and play through the entire campaign. There is even a restart the scenario option in the end scene of the scenario. Losing is part of war gaming, It is better to win but it is still part of it.
Losing can be fun because it means the game is challenging you, and HOPEFULLY you are learning from your mistakes.
Are you attacking tanks with infantry in the wide open? Are you using tanks to try and dislodge entrenched infantry in urban or hill hexes? Do you have fighter coverage for your tactical bombers, arty coverage for your infantry or anti-tank coverage for your armor? These basic mechanics 99% of the time mean the difference between a slog and cake walk.
There are some great intro videos out there on the important basic tactics you need to employ to be successful. You can also consider adjusting the advanced settings to make the game more forgiving until you get the hang of it (unlimited undos, more general traits, lowered combat randomness etc.).
There is nothing wrong with adjusting the game until you are ready to ratchet up the difficulty. I do think it is strange that you view the game as poorly designed when really some effort to learn proper play would make losing and restarting scenarios a much rarer occurrence.