This is, generally speaking, true. However, if you know that it’s true, and your opponents know that you know, you can use this fact to give yourself a high chance of winning. This is especially the case in games where you can accumulate “power” of whatever sort before committing to an attack.
A common diplomatic tactic for me in many-player games is to not make an enemy, but to just quietly build up my forces. If any player explicitly or implicitly offers me a nonagression or mutual defense agreement, I take it. If any player attacks me indirectly, in such a manner as to more effectively attack a third player, I let him, and attempt to minimize my losses. If a player attacks me directly and I am able to defend effectively, I just sit tight and let him attack. If, however, any player attacks me directly and does me significant harm, he gets the beesting.
The purpose of this is to get the opponents to fight each other before I fight anyone, leaving them weakened to my strength. Eventually, of course, I have to go on the offensive, but I do not do so until I am confident that I can deal an incapacitating and unrecoverable blow to my opponent.