If I had the disposable income, I
would
run that Persecutor/Angel combo just to get it on the field and (attempt to) protect it to the bitter end. It's not a draw, and so long as you're not playing in a time-limited format, you end up with an eternal game. Even after everyone draws their last card, walks away, and (eventually) dies, the game is still going. Forever. And that is
awesome
.
I'd also like to run an 'architecture' deck composed entirely of gates, walls, and the Door to Nothingness. Can it win? Yes, technically. Will it win? Probably not. But I'll still get to play my dumb little deck and laugh my ass off, and my opponent gets to win. So in a sense, win-win. But I don't even need fancy cards or decks to enjoy myself while losing. I'll discard a 7-card hand to a Barbarian Bully, just to see the look on my roommate's face. I'll play Manabarbs whenever, wherever, because that card is
hilarious
. If I played enough Catan, I'm sure I'd end up being that guy who only wants to make his roads into smiley face or gathers sheep to the exclusion of all other resources (because seriously? Sheep?).
In short, as much as Magic is a game, it can also just be a toy.