I'd say in general I tend to be pretty good about figuring out the way to win at board games after a few plays. Maybe not the optimal line of play, and maybe not something that works every time... But I can find at least a path to victory. Dungeon Lords is a definite exception. I have no idea how to win. We played a game on the weekend and a couple turns from the end of the game I looked at my board and couldn't find a path from where I was to scoring a lot of points...
I was very well set up for killing off the incoming adventurers. Over the course of both invasions I lost a total of 2 tiles. So I did end up scoring 24 of the 28 invasion points. (Excluding paladins, anyway.) But I floundered around in terms of getting any of the other end game points.
I've played the game probably a dozen times now and it feels like it's always the same. I focus on the puzzle aspect of killing off the incoming adventurers to the exclusion of everything else. This is a pretty good way to get a reasonable score but it doesn't seem to be the way to get a winning score. If there was a website to bet on the outcome of board games in my apartment I think betting on me to get 2nd in Dungeon Lords is probably the safest bet right now! And I don't know what I could do to change that. Play more, I guess, and keep reading the end game scoring card each turn?