Yes and no. There are certainly exceptions: Agatha Christie’s Witness for the Prosecution comes to mind – the story, not the movie that tacks on a “happy” ending.
In Wolfe’s universe, he certainly always uncovers the murderer – that’s because he’s a genius. The fantasy of the classic detective story is stronger than “justice triumphs,” it’s the fantasy of intellect (the detective) triumphant over brute force (the murderer, even if the murderer is very very clever.)
But then the whole set-up of the classic detective story (of which Rex Stout is a firm adherent) is fantasy: puzzling clues, locked room, rare/obscure murder methods, complex alibis, swapped identities, the victim’s dying words not naming the killer, the eyewitness being killed just before revealing what he/she saw, etc. Yes, fantasy, but a comfortable fantasy: we know where we stand. Compared to modern writers (like Dennis Lehane, say), I prefer the more traditional detective stories any time.