Scrapperlock
I used to play a great game, now tragically defunct, called City of Heroes. One of the classes you could play was the Scrapper, a melee character with high damage output, but only middling defense, representing characters like Wolverine (Claws/Regeneration) or Batman (Martial Arts/Super-Reflexes). The nature of the defenses were such that if you could hold out just a little bit longer, you could usually use some super-defense or heal to keep yourself going just a little longer, and your damage output was such that you could probably defeat your enemies.
This resulted in something the community liked to call "Scrapper lock." Scrappers would join a party, jump into the fight, and then refuse to run away when things went south. And for good reason! With a little luck, a scrapper could turn the fight around. So we (my first character was a Claws/Super-Reflexes character, so I am most familiar with scrapperlock) learned not to run, not because we couldn't, or we were poorly equipped (My own scrapper was very quick and agile and could certainly leave a fight if he wanted), but because that next attack might just be enough to turn this whole thing around. We didn't run because we didn't think we had to.
Scrapperlock and D&D
Douglas Cole was specifically referring to a D&D game in his post, and Peter mostly discusses Dungeon Fantasy, which means they're both talking about the same sort of game. In a typical D&D or D&D-inspired game, the monsters are usually geared towards the party. One does not expect to stumble across an entire warband of orcs when you are level 1, but instead, to come across rats and goblins. We learn, in D&D (and most MMOs), that we'll always be able to defeat our opposition. That's why it has concepts like Challenge Ratings and levels. The unspoken contract of D&D is that you should be able to defeat every encounter you come across, and failure to do so is a personal failing, an inability to grasp the tactical complexities sufficiently to defeat the tactical puzzle of that particular monster set. Another unspoken rule of D&D and its ilk is that your characters are cool, and if you lose, then that's not cool, and so the GM has screwed up somehow.
So of course you don't run. To run is to admit failure. In principle, you should be able to win.
The Absence of Scrapperlock in GURPS Action
Chainlink and Concrete seems to miss this point entirely. If you read his advice, for example, he discusses never taking on a fight that you're not sure you can handle. He'd be the sort of player who would scout every room in a dungeon, see the piles of orcs in two of the three rooms, and then sneak through the third room and avoid all conflicts.
Unsurprisingly, if you read more of Chainlink and Concrete, you'll notice he's more the sort of GM/Player who plays something akin to GURPS Action, and I rarely see Action characters who aren't willing to run away. An Action player tends not to look at a scenario as a linear sequence of rooms and encounters, but as a non-linear, holistic arena. You have an objective (say, to assassinate a warlord), and if you can do that without fighting anyone, well, power to you. You might bust in through the gates, fight the warlord's entire horde, or you could slip around back, stab him in the face, and sneak back out, or you could even call him up, tell him he's won a million dollars and tell him where he can go to pick it up, and then ambush him and stab him in the face. Whatever you want.
This explains Michael's completely different perspective, because he plays in a completely different style. If you want to encourage your players to run away, you should consider running your game more the way Michael would.
GURPS as a Strategic Game
This is a topic I'll come back to again and again, and will likely serve as the basis for a post at some point, and what I am going to say is an oversimplification to highlight a point rather than to "correctly" categorize games or to circumscribe play, but it amounts to this: If D&D is a tactical game (with a focus on a series of individual fights), then GURPS is at its strongest when it is a strategic game (with a focus on the big picture).
GURPS doesn't treat information gathering or stealth skills as minor add-ons while the ability to kick butt is central, but rather, it treats all of these elements as of equal value. A character who has no combat ability (but loads of, say, politics, savoir-faire, lip-reading and pick-pocket skill) in D&D is a level 0 character. A character with no combat skill (or very minimal combat skill) but loads of politics, savoir-faire, lip-reading and pick-pocket skill is as valuable in GURPS as a character with loads of combat ability. To make both of these characters work equally well, then you must acknowledge that a non-combat approach is as valid as a combat approach, and the non-combat character needs to be aware that he will suck in a fight that the combat character can handle easily. They start to become tools that work best when the group tackles the scenario as a whole, rather than a sequence of tactical encounters. The interesting fight for the combat character is too dangerous for the non-combat character, and the encounter that's interesting for the non-combat character is tedious and opaque to the combat character. But a dynamic scenario where combat and political intrigue begin to merge, with the political character able to arrange access for the combat character to the target of assassination, while the combat character protects and guards the non-combat character, works well for both characters.
GURPS doesn't have to work this way. Dungeon Fantasy and Monster Hunters are both designed to allow most characters a more-or-less equal facility with combat, and even GURPS Action encourages all characters to be at least somewhat competent in battle. But even Dungeon Fantasy can work as described above. The Wizard can focus more on his lore skills or non-combat spells if he wishes. The thief is not necessarily an assassin and the scout is not necessarily a sniper. It's completely possible to approach Dungeon Fantasy with the logic of GURPS Action, and when I run it, that's exactly how I do it.
The Features of a Strategic Game
Asymmetrical Combat
In a typical strategic game, there's no "balance" in an "encounter." There are opponents arranged in a reasonable fashion. There may well be an entire army at your gates, while their supply lines are protected by an old man with a spear and his two goats. Players should see that the enemy often has overwhelming power, and that such power should not be encountered if the players can avoid it. Instead, the players should adjust their strategy to best achieve their objective. Speaking of which...
Clear Objectives
A Strategic game should have clear and specific objectives. That is, you should be trying to save the city, or rescue the princess, or stop the lich from conquering the world. These objectives are unique to the scenario, rather than general "Kill as many monsters as you can." However the players achieve these objectives should be fair game. If the players just sit the lich down and talk him through his personal problems and he chooses to give up his path of conquest and turn his necromancy instead to bolstering the kingdom with a supply of cheap labor then, well, congratulations! You have won the game! This matters because it will create the non-linear play that you're looking for.
Strategic rather than Tactical rewards
D&D grants experience based on victory in tactical encounters: If you skip a room full of 10 orcs, you've lost 10 orcs worth of experience. In a GURPS Action game, you're going to get your bonus cash when the warlord is dead, and nobody cares how many people you did or did not kill along the way. Strategic rewards focus your players on achieving their final objective. If they probe defenses that turn out to be stronger than they expected, then they'll retreat, check their intel, and try somewhere else, and they won't be bothered that they couldn't defeat that encounter, because that specific objective wasn't the objective.
An Open World
A typical dungeon is a constrained structure, often designed to funnel the players along a predefined gameplay experience. They don't have to be this way, and they didn't used to be that way. The typical Action scenario is an open field that allows the players to come at it from multiple perspectives. This definitely encourages non-linear play.
Active NPCs
A typical dungeon encounter waits for the players to come to it. An action scenario often pounces the players, and usually does so with overwhelming power. If players approach the next dungeon room because they are supposed to, and they cannot defeat the encounter, something has gone wrong. If they exist in a world of asymmetrical combat, where terrifying, unbeatable opposition exists that can only be defeated via underhanded means, then players will learn that they want to have an encounter only on the best of terms. If the enemy ambushes them in their sleep, then the players will learn to run, to fight that encounter only on their own terms.
A Difference in Philosophy
I want to note, first of all, that there's nothing wrong with the D&D model. D&D and its various incarnations are the most popular RPGs on the planet, and their computer-game descendants follow exactly these lessons, with level-balanced encounters and piles of loot and so on. The Action model has its adherents and probably is best exemplified with MOBAs, stealth games, FPSes and skirmish games. Thus, I'm not saying that you shouldn't play D&D or run your DF game in that particular model. I'm saying that if you do, you shouldn't be surprised when your players get scrapper lock. A bad encounter is a ruined night! If you do want a more flowing, strategic game, though, consider my suggestions above. Dungeon Fantasy can certainly handle that sort of gameplay!
If you do, though, you need to also be aware that this philosophical shift will take some time. I've run this way for my entire gaming career, and I've frequently been baffled by D&D players who joined my group and couldn't figure out what to do. Their problem was that they were looking for tactical encounters to be placed before them. To them, being told "You must go to the dungeon and slay the lich king" is just pre-amble, not a trigger to go looking for maps, or lore on how best to kill the lich king, or for alternate entrances to the dungeon, or to try to figure out how the lich funds his armies so that they can infiltrate his organization, etc. By the same token, I would often baffle them when I seemed "overly interested" in lore, and would try to "short-circuit" their dungeons by finding out "technicalities" that would get me to the end of the dungeon while bypassing all of the defenses.
These represents two very different gaming philosophies, and shifting a player group and culture from one to the other takes a lot of work. It requires re-examining assumptions and learning an entirely new playbook. I'd recommend doing it one small step at a time. The first step to teaching your players to run away isn't actually about encouraging them to run away, it's about getting them to look at your dungeon in a new light. Reward the character who looks into lore and the thief who keeps looking for secret doors with a chance to bypass a lot of your dungeon. Have the orcs up and ambush people and the lich take an active presence in the world (but don't attack the players directly in the first few instances). Make the player's allies more important, and reward information gathering networks (if they don't build them, introduce them to NPCs who do, NPCs who might have their own agendas). Slowly expand the world around the players and put it into full motion. Once the players become used to the idea of asymmetrical combat and thinking in a strategic manner, retreat will absolutely become an option (and once retreat becomes an option, you might start to see beautiful things, like the False Retreat, etc)
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