Clandestine 1: I especially hate being resigned on in the Dice Poker games. Several times I had managed to get 'Values in all Boxes', and my opponent resigned two moves before the end, denying me the achievement.

But generally, I agree.
If the game is mathematically lost, you should resign. There are other sites where this is implemented (the game just ends), but it is not trivial to code that for each game.