Over the years (as in, many years ago), there has been some rule changes to how stalemates were scored. As of now, the ruling is that stalemate is a draw.
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From the point of the player who manages to stalemate the other player's king, it seems unfair because the opposing king cannot move and no other legal moves are available. Any next move would result in their king being captured (but we do not capture kings in modern chess, we say that moving a king to an attacked square is illegal).
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From the point of the player whose king gets stalemated, however, it would be a relief that he has avoided the path of checkmate.
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The objective of the chess game is to land the opposing king in checkmate. Without the check, it would not be a checkmate (hence a stalemate, in which no progress can be further made).
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Now, for the scoring. Allowing stalemates to be a draw in the game give the losing player (in most circumstances, the side who is about is stalemated is on the losing side) a chance to play on valiantly with their limited resources left to try and avoid a loss. It gives them hope that they can cling on to in a game. This is especially important in tournaments where a draw and a loss could be the difference between a prize and being empty-handed.
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Beyond just the scoring, stalemates also help to define endgames today. Without stalemates, a king-pawn versus king endgame would result in a win if the pawn is always protected by the friendly king all the time.
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Personally, I feel sad when I stalemate opponents (since I had the opportunity to win and failed to do so). However, if the opponent forces the stalemate (rather than I got careless), it would show that the opponent is capable of conjuring a good series of moves. That's a skill in itself. On the other hand, I would feel happy to split a game point with my opponent if I get stalemated, because I would manage to get a half score in an otherwise lost game.
Beginner chess player here. I was just in a match where I was dominating, had the opposing players king completely pinned down, but because he wasn't in check first, it ends in stalemate. Why is this even a thing? Can someone explain the reasoning behind that?