This marginal advantage strategy is also well demonstrated in professional tennis. When you are in control of the rally, going for a shot which maintains your offensive position, with the potential to slightly extend your lead within the rally, is best. Often the defensive player will go for a huge winner if they are getting tired or are so out of position as to be unable to recover by hitting several good marginal defensive shots to get the point back to a neutral position. But if you watch the best players, they all have skills which gain or erase the most marginal advantages.
Tennis, yes! And I would guess also Basketball and other games with small but many incremental scoring.
I read some time an article in which was argued, that this is a fundamental difference in Soccer compared to other team sports. As there is often only 1-2 goals in Soccer a Toss-up between a top team and an underdog is more likely. It is even often the case that a team is playing dominating but they lose anyhow, because the weaker team is getting lucky and stumples the ball in the goal. This keeps the sport fresh and interesting and is seen by fans as a virtue. The randomness is then cancelled out over the season and marginal advantage is important in competition for the league championship.