Not Enough Damage for Big Enemies
When you're on the first floor fighting slimes and leeches, you're not really thinking about how you will have to fight enemies with 500 health soon. But they will come, and you need to kill them within about 15 turns at most, otherwise they will grow their strength, fill your deck with statuses, or just wear you down with occasional high damage attacks. Very few decks can "tank" enemies longer than this.
This is the main reason why deck archetypes exist. You can still have defensive decks, as long as you have something that scales up your offense like Noxious Fumes or Demon Form. Or you can have decks with a more linear damage profile (like Perfected Strike), as long as that damage is high enough.
Overly Long Term Focus
Preparing your deck for the big fights is good, and sometimes you take speculative picks that will pay off later if you get the right card to pair with them. But you still have to actually survive the first two maps in the meantime. Sometimes you need to take cards that damage enemies that you wouldn't necessarily want in your final deck, to help you beat the first boss, or some other enemies notorious for preying on "half done decks" like the Lagavulin and Red Demon elites on the first map, and the Chosen (regular enemy) on the second map.
Sometimes you have to fight an enemy that is a bad matchup for your deck. You only get to see who the third boss is once you reach the third map, so it might be that you designed an infinite Flash of Steel deck and then found out that you'll have to fight the Time Eater. (Even Donu & Deca would be bad, because of the Dazed cards they put in your deck). You should take Footwork on the first two maps, but if you get to the third and find you're fighting the Awakened One, they won't be so good.
It's not just bosses. Enemies like Maw can be unfavorable for a deck that takes a long time to set up. Spikers can sometimes cause a lot of damage to a deck that expects to kill things with lots of low damage attacks.
You can try to have a backup plan, or you can hope not to fight these guys and just do the best with what you've got if you do meet them.
This is when you add too many cards to your deck and it no longer runs well any more. And it can also be a problem if you don't remove cards from your deck, or if you don't have ways to draw more cards during the fight. It means you don't always draw your best cards, and you have less chance of drawing combinations of cards that go well together.
Deck bloat is more of an issue for some decks than others. Defensive decks usually don't mind a bit of bloat and aren't that keen on spending gold to remove cards from their deck. Ironclad combo decks can also handle bloat because they cut it down mid-fight with exhaust cards. But Silent combos, and aggro decks in either class, will be most affected by bloat.
There are two kinds of bloat. Having powers and cards that exhaust themselves doesn't contribute to the first kind of bloat, because on subsequent times through your deck, they won't be in the way. However, they can still be bad for the first time you go through your deck, especially for decks that want to win quickly, so they do contribute to the second kind of bloat.
If you want to win consistently, it's usually best to avoid as many fights as possible on the second and third map, both elites and regular enemies. The rewards you get are usually not worth the trouble. Think about what kind of enemies could appear. Will you choose a path with one elite or one with two normal enemies? Could you handle the three slavers or the book of stabbing right now?
Don't take dumb risks. How confident are you about not being able to take much damage from the boss? It might be better to choose to heal at the campfire rather than to upgrade a card. Saving up potions, especially dexterity potions, for later fights can be a good investment, but if you find yourself in a tough fight, just drink them, don't risk dying. If your deck needs a key card, like some strength gain in a Limit Break deck, take it when you get the chance. You can't be certain that you will get another chance to take a card like that, so it may be better to bloat a bit than risk having an unusable deck.
Taking Risky Rewards
Risky rewards can be worth taking if they increase your overall chance to win, but that doesn't change the fact that they can also cause you to lose sometimes - such is Slay the Spire. If you really need an energy relic after the first boss, and your only choice is the Philosopher's Stone, you might take it and then run into three Byrds as your very next fight. Sometimes your deck is not going well and you need a major shakeup to get anywhere, so you take Pandora's Box. Good choice, but maybe it ends up giving you an unplayable deck. Snecko Eye and some initial choices from Neow can also mess you up.
This is when you take a bit of damage from each fight and it ends up wearing you down over time. It can happen if you go to question mark rooms and end up getting fights instead of events, or if you get a lot of fights like the Shield Sphere which usually force some damage on you, or if you have a deck that hurts itself like Brutality with Runic Cube. Try to get to campfires and find other healing sources to avoid attrition.
We are human and make mistakes. Sometimes you take a card or relic and forget that it has a downside that doesn't work with your deck. Sometimes you forget to drink a potion before playing your 12th card against the Time Eater, which ends the turn and doesn't give you a chance to drink it. Sometimes you play Calculated Gamble after Bullet Time, which discards your hand but won't draw anything.
Luck happens. All your sources of strength are on the bottom of your deck? You draw all defends when the enemy isn't attacking and all attacks when they are? Red slaver throws the net on you at the worst moment? Your deck needs a Blur but you can't find one all run? Of course you can try to mitigate, but no one can win 100% of the time.