Game Over is a Battle Lose.
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Hyperdimension Neptunia
When all Party Members have 0 HP in Battle, that Battle becomes Lose, but you have the option to try Battle again or go to Game Over and return to the Title Screen.
Hyperdimension Neptunia mk2 ~ Megadimension Neptunia VII
When the HP of all Party Members becomes 0 in Battle, it becomes Game Over and returns to the Title Screen.