You can't have it both ways, though. From the DM side of the screen, I can either (1) have a set of useful guidelines which will tell me what a good challenge for my party should be, or (2) not have one. Given a choice as a DM between having useful guidelines and not having them, I'd rather have them every time.
I agree the expectation should not be there on the player side, but rules-savvy players will know it's there.
From there, it's a matter of DM style; my players know that not every fight in my 4e game will be beatable, even though 4e has a very accurate system for setting "level-appropriate" challenges. The difference is that I know which are which.
-O