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I think I drew a picture that could explain the effect. In the picture, player 2's lower number is A, and their higher number is B.

Red is the region where you lose, and Green is the region where you win.

Now imagine zooming out to show the whole real line and it’s clear why the “guaranteed win” doesn’t ever happen :-)

And it can get even worse because your adversary can choose A and B as close together as they want.