But with the (meta/OOC) knowledge that in the end they are going to lose, or at least a very high chance they'll lose.
Not sure if I'd want it where the PCs start with mid-ish level big-baddie characters and if they die they only get to take control of a low level hench, or start with low level henches and slowly take over higher level characters until they get to play a group of big-bads.