Suppose we have a set $\mathcal{F}$ and a family, $\mathcal{W}$, of non-empty subsets of $\mathcal{F}$.
Alice and Bob are going to play a game using this data. Play proceeds with Alice and Bob alternating picking an element of $\mathcal{F}$ that has not been picked before until one of them wins or there are no more unclaimed elements. A player wins and the game ends if the set of elements (s)he has claimed is in $\mathcal{W}$. If the elements run out without either player achieving this condition, the game is a draw.
This is a generalization of what Wikipedia calls a positional game. To recover Wikipedia's definition you require tha that if $X\in \mathcal{W}$ and $X\subset Y$ then $Y \in \mathcal{W}$. In a positional game you can use the classic strategy stealing argument to show that Bob can not have a winning strategy.
The argument does not work for my class of games (since having made an extra move can hurt a player), yet intuitively I feel that Bob should not have a winning strategy. Can someone prove this?
Update: You may assume $\mathcal{F}$ is a finite set.