Once in a blue moon, an impossible check can impress a scale of difficulty on the players.

D&D example: a player with a high bonus attempts an Arcana check to figure out an enchantment and rolls well, up to a natural 20. I let the players have their moment of joy. Then I make a big deal of telling them they don’t have any idea what’s up with this enchantment. I really talk up how weird/complicated/confusing/impenetrable the enchantment is.

I’d be trying to prompt emotions I want the players and PC to share. Frustration, inadequacy. The players would viscerally know they need to try a different approach.

And because I gave the check a decent chunk of game time, it has more narrative weight. An interactive skill check is more substantial in the player’s mind than a monologue on the task being impossible, particularly if it stands out because they fail that check despite a super high result.

It’s a niche scenario, I admit. Most of the time just don’t ask for the check.