The player could say “I want to wade through the battlefield, slaying enemies as I go until I meet the Horned King and enter combat against him.”
And then the GM goes “Okay, roll Sword vs. Ob 7, if you fail it means the enemies land blows against you and you’ve got blood dripping from a midi wound when you meet the Horned King.”
Or maybe “Okay, roll Perception vs. Ob 3, if you fail it means the Horned King sees you first while you’re fighting off a dozen men singlehanded and he gets the drop on you.”
Or maybe even “Sure, you lay a swathe of destruction before you, splitting his army in twain and leaving a thousand corpses in your wake, and the Horned King is impressed and dismayed. He stands up from his throne as you approach, clutching the Thunderspear protectively.”
So you can totally have heroic wossname, using the way you set obstacles and failure (or just Say Yes) to set the scope.
Though if your PC only has Sword at, say, B2, things might get… weird. Particularly in the third case. All of a sudden, the godlike warrior freezes up and can’t land a single blow against the Horned King, eh? So it’s better if the PCs work their way up to that level of heroism over time. That’s what Epiphanies/shade-shifting are for, after all - becoming heroic. But it is an option available to you.
If you want to play out a bunch of little battles where the PCs are supposed to win and nothing’s really at stake, then yeah, BW’s not the system for you. In those cases, you’d either just do a simple roll (if there might be an interesting consequence for failure after all), go ahead and Say Yes (if the point is just to make the PCs look good or the enemies to look weak or something), or else just don’t even make it happen, what’s the point.
Combat’s only exciting and dramatic when it’s meaningful, and has real consequences. That doesn’t mean skirmishes are impractical at all. Sounds like a great premise to me - just make sure everyone’s got something personal to protect in those settlements or something of the sort. They aren’t JUST fighting the enemies, they’re defending the family farm, because old Grandpa, he’s back there hiding in the cellar with his bad hip, and you can still remember when he sat you on his knee as a boy and taught you to play ukulele, you can’t leave him to die! So you’ll fight them here in the same fields where you grew up, you’ll rain arrows down at them from the old climbing tree, you’ll set up barricades where once you set up scarecrows and dig trenches where you used to plow ditches for pumpkin seeds. THAT’S consequential and dramatic combat. (Probably Range and Cover rather than Fight, but whatever, 'snot the point.) (Oh, and we’re assuming the player has a Belief about this farm or something, y’know? That’s how the players tell you what THEY think is exciting and meaningful. The one thing that’ll ruin your premise is if the players don’t care about fighting those skirmishes, so find out what they care about and make the skirmishes be about that.)
Oh, and death is less than improbable. PCs start with a Persona point, and they can’t die if they spend a Persona point, and they can’t lose Persona points except by choosing to spend them. So death is only possible if they 1. Choose not to spend the point to live, or 2. Choose to spend their very last Persona on something else, which presumably means it’s important enough for the character to potentially die for, and then take a mortal wound before they can get another Persona to replace it. So it flat-out can’t happen unless the player allows it to happen.