One possible counter-answer to this is that both we and canon Madoka are exceptions to the Law of Conservation of Hope because we had two things: a wish to change ourselves instead of the world and a clear conception on how the wish was to be achieved. By not directly changing the world, we don't cause an imbalance in the world. Everyone has potential within themselves that they can use to change the world with their own hands. Wishes allow you to take a shortcut and directly use all your potential at once to push on the world, but the world naturally pushes back. I suspect that potential is also, to some degree, luck. If you take your luck out of yourself and put it into the world, you're going to be unlucky.
If you don't have a clear conception of the change you want to enact, you have no control over how the world pushes back. This is actually seen in another Urobuchi work: Fate/Zero. The protagonist wishes for world peace, but doesn't know any way to achieve world peace, except omnicide. Despite having a powerful wish granting item, he is unable to achieve his goal because he doesn't know how to make it happen. Even if he did, perhaps his plan for a utopia wouldn't work as well as he expected. If you've ever tried to plan a project, you will find that there are always unexpected problems. Magic will faithfully execute your plan, even if it turns out to be a bad idea: your wish can only be as smart as your were when you made it.
I'm pretty sure that altruism and empathy are also things that stop you from getting screwed over, because potential is basically karma, but I don't really have a well-formed point there.
In conclusion, I think it's possible to win the game, even in Urobuchi's framework. But you can't cheat and you gotta wish good.
