The first dungeon of Daggerfall will teach you how to fail.

Not being able to have any ending whatsoever is called a bad game or a troll of a game. Having a different ending us actually interesting and worth exploring

Moderns western RPG's take so long to develop these days and almost always launch premature; ridden with bugs that need months or years to fix. And.. you want them to branch out with more paths and (bad) endings. That's not going to go as well as you want it

So in short, you want RPGs to be like they were until the mid-90's. Some later games do this too, but such so-called walking dead situations are generally considered bad game design, so most of the time it's more an oversight than something they wanted to include at that point.

Just have a look at the games that the CRPG Addict tested, there are tons of them that fit your criteria from the 80's and early 90's.

I know for sure Oddworld: Abe's Odyssey (PS1) does exactly what the OP is asking for.  The story is pretty simple, but I can tell you my wife had to replay the whole game, because when she got to a certain point, she realized her decisions kept her from completing the game.

Dragon Warrior 1 (Dragon Quest) gives the player a key choice right before the final battle.  It's pretty easy to figure out what the right choice is, but if you make the wrong decision, then you can't beat the game (although you can reload).  Interestingly, Cuphead does the exact same thing right before you fight the Devil.  I didn't have the balls to make the wrong choice with Cuphead, because it took so long to get there and I didn't want to get screwed over by an autosave.  Back in the Dragon Warrior days I made the wrong choice on purpose though just to see what would happen (nothing really special other than you lose).

There are several Souls games where you can just kill whatever NPCs you want, and I know they have permanent repercussions.  I don't know if it's possible to make the game unplayable or not, because I haven't experimented enough to kill every NPC.  Also Neverwinter Nights is a game designed for player made adventures.  I'm sure there are a ton of games there where you can kill key NPCs and make the game unplayable.

In Final Fantasy Tactics if you don't have the proper abilities and party setup before going on the Wiegraf string off battles then you can get into an unbeatable situation.  There are enough battles in this string that it is pretty common that people have saved over all possible saves that would allow them to level up through grinding.

Lastly, I have to say that I still haven't beaten the genocide run of Undertale.  When you go that route certain fights become a whole lot tougher.  I still haven't beaten the final tough boss, because he's just that tough.  If I go any other route then the game is easy enough to beat, but the genocide run is hard enough that it's really, really tough to finish the game and therefore get any ending.

There is an entire timeline of games in Zelda that are caused by us failing in Ocarina of Time. If you play those games in that lens it's pretty cool!

Yeah, as already mentioned there have existed such games, so if OP wants to, they can play them.
If you won't play those games, how can anybody take this topic seriously? They want to ignore the relevant history,
while asking for a niche game that 12 people will like. What is the point? If you have 12 millionaries buddies then go ahead
and fund your niche game of choice. Otherwise, how is this productive? Not just for everybody else, but for the OP themselves?

As some other people said before (and you yourself seem to acknowledge), that would be a terrible design choice, due to the tons of free frustration and the highly displeasant sensation of wasted time that it'd cause. And it would also be an economical suicide, although certainly an interesting one to play (and quite stressing for me personally).

As a side note, RPGs you can actually fail at are created with that mechanic in mind right off the bat, and are therefore adjusted accordingly so that the frustration turns into engagement and replayability (I'm thinking of roguelike dungeon crawlers or something of the like), so even that's nowhere near what you're suggesting.

That happened at the end of ZombiU for me also. I was all set to give it my best shot. After everything that game put me through, I got my self mentally prepared to make the final run for the helicopter escape. I thought I was doing well until I reached the beach and pulled the trigger on one of those exploding scientist zombies. It came out of nowhere, of course I’m going to shoot it! That’s one harsh finish to a killer game. 

@on topic: I’m surprised No ones said The Elder Scrolls: Morrowind. That game literally displays a message at the bottom of the screen if you do something that breaks the story. Paraphrasing, It says, “Your game is doomed, you won’t be able to finish story mode unless you load a previous save state”.  I got this message by losing and item and another time by killing someone before our dealings were through.