I once played a game where it took 50 tries before an event with a 10% probability finally happened. The problem with probabilities is that they are.. erm... just probabilities. Just because something is improbable doesn't mean it won't ever actually happen. Even 100 die rolls with a d20 is a small sample. Sure you should start seeing the law of averages start coming into play eventually, but just because you rolled four 1s in a row with a d20 doesn't change the probability of the next roll also being less than 10.
Another phenomenon is purely psychological. We tend to gleefully overlook game situations when we got just plain lucky, and fixate on the times of bad luck. Believe me, if you play ToEE all the way through to the end, you will see plenty of both. Don't play ToEE in Ironman mode if you can't handle adversity in generous doses early on. I gotta say though some of my best memories of sessions I played were when I overcame bad luck... like the time my newbie party encountered a Groaning Spirit en route to Emridy Meadows (usually a tpk situation), and I managed to kill it using the only magic weapon available... Furnoc's magic dagger. Epic.
There is something inherently screwy about 'digital' probabilities in most games.
Ever played Monopoly on the computer for example?
It never plays like real monopoly with real dice.... hard to explain it, but digital probabilities are almost never natural probabilities. What you see reported as 10%.... i can guarantee that is not the real probability your getting.
You can do all manner of tests, which show in reality, probabilities generally do what they are supposed to do, hence, that is why it is a probability. Computers on the other hand.... in games.... never seem to understand the true nature of probabilities.... imagine asking a heavily intoxicated person to do maths.... that's gaming probability!
That's my general observation.
Edit: where you have proper scientific software, such as for global warming predictions or whatever the case may be.... they have to put huge effort to fine tune the probability calculations.... if they were to use the probability calculations that games use, the results would be utterly worthless.