In essence I agree with you, but I think it gets complicated when playing an actual game. On the one hand, it can kind of suck to be told “You gave it your best shot but no. Now let’s move on.”
On the other hand, you’re putting your GM on the spot by allowing the roll in the first place. They’re responsible for improv now, but even if they’re good at that it can still not be worth coming up with some new challenge to resolve the failure. It takes some imagination, but a lot of effort and even more time. Even as a player, I often want to just move along the story and would rather just fail a roll and try something else. The roleplay will take time, performing a new favor takes time, etc., only to end up back where we started.

I think it’s fine to just have a player fail and that be it so long as they still have access to options to progress the story. If the player is not a very confident roleplayer and I recognize that they tried, maybe I’d give them inspiration after the attempt to use on a later roll, but I’m hesitant to tie up a session with a lot of extra flavor or improv.