Yes, but most of those handle it better than Samurai Jack. A lot of shows are about a hero striving for some specific goal, and never being able to reach it because it would ruin the plot. We know that the hero ~won't~ reach his goal no matter how close he gets, but that's different from a hero who logically ~can't~ reach his goal and isn't actually getting any closer even when it seems like he is.
For example, there's Invader Zim. You know that Dib is never going to succeed in exposing Zim, and that Zim is never going to conquer the planet or kill Dib. But they're both capable of doing those things with the right opportunity, so it's interesting when one of them gets that chance and the other has to counter their plans. The plot is exciting because it's believable that one of them could have victory in their grasp, even if we know that it will slip through their fingers.
With Samurai Jack, however, Jack has successfully grasped victory several times, except it wasn't actually victory. It's exciting when Jack is trying to escape danger, because we've seen him get hurt and we know he could be killed if he slips up, but with Aku there's no reason to think he couldn't just escape again like he always does.