I'd advise that you should keep in mind your audience and that you're working within an entirely different set of confines and objectives. The classic Choose Your Own Adventure stories were primarily that, an adventure of danger. In such a case, failing to receive a reward or exposing yourself to danger is a natural outcome. In the most basic sense, you're trying to find the very limited route that gives you a happy ending, while hopefully also enjoying reading the gruesome outcomes when you fail.
Now, there are such stories on chyoa and it's valid. But there's no rule keeping you in that template. And, very frequently, you'll better engage an audience whose goal is to be sexually stimulated another way. In another sense, there definitely isn't any sense in having a "fail" condition that nobody wants to read, unless perhaps you see that as some seasoning that makes your successful endings sweeter (and maybe you do).
A couple of alternate suggestions that are commonly deployed to good effect:
1. Very commonly, a story where the choices are not success/fail but simply different outcomes. This is a good way if you aren't thinking of your story as having a "goal" with a "victory."
2. Establish a goal achieved by victory, then make the losing side something people might also want to read. Non con sex is the obvious answer, but just one of many.
But TL;DR keep in mind your chyoa story does not in any way have to read or play as a classic Choose Your Own Adventure story. Probably a great majority here do not.