This is true in lots of dice games - Zombie Dice from Steve Jackson Games is one of the more popular. You get to keep brains (which score points), up until you roll three shotgun blasts - they you are out for the turn and lose all those juicy brains. If, however, you choose to stop rolling - you get to keep whatever brains you have scored so far that turn - but you give up the possibility of rolling yet further brains (and further shotgun blasts).
Now, in comparison, take a look at Rollin' Bones - the Pirates of the Caribbean On Stranger Tides dice game. This is an attractive enough game. Comes in a cloth bag, with a nice color rules folio, and with bones shaped like finger bones.
|From Board Game Geek -http://www.boardgamegeek.com/image/1632171|
If you get 1 skull symbol, your turn is over, and you lose any "bones" you have accumulated, as well as those you picked this turn. That is a 25% chance - per dice. So the more dice you roll, the more chance you have of losing EVERYTHING. Why would you ever choose to roll more dice than the minimum?
I haven't figured this game out yet - the components are neat enough that a simple rules fix might make it a better game. Still working on it....