Excellent questions. Perhaps it depends on the nature of the expected failure - I'm not sure what it was. Could be that it could start a fire, explode, spew oil all over the track, or maybe simply shut off. Was worth it for the win though, I think ... though I also expect they were not intending to salvage the PU. Half the grid had new engines this weekend, and I think they're allowed what ... 4 for the year? I think RB were going to replace it after this race.
I mused this weekend if having tired engines helped Red Bull to not overdo it in the corners in qualifying so much, but that kind of seems ridiculous.
We certainly saw the improved raw power from the new Merc units ... they topped out at 207 on the straights with DRS over the weekend, while Red Bull could only manage about 203. I'm not sure why the Ferrari was so easily passed during the race.