How to keep the game interesting if a player is 95% certain to win?
If your goal is to keep that same game fun even though you're certain to lose, then perhaps you could rebalance on the fly by choosing a more attainable goal, e.g. "We can't deal 15 damage and win, but how about we try to reach 12." 

However, if your goal is to have fun playing games, you could also just concede and use the time you save to play again (or play a different game). In a game with more than two teams, this option doesn't work so well because one team conceding can throw off the balance between the remaining players. But when there are only two teams, then not only are you certain to lose which is no fun, but also your only opponent is certain to win which in my opinion is also no fun because there's no challenge to it anymore, so everyone should be better off ending the game early.

You can also combine the two approaches above: explicitly concede to your opponent, and then suggest that it might be interesting to continue with a rebalanced goal. This is because if you choose a new goal without conceding, then your opponent might not try to stop you from achieving it if trying would damage their chances of winning normally, and the game will probably be more fun if they're trying to stop you.