Is there any "simultaneous-turn" based game where all players play till the end of the game?
Yes, A Game of Thrones is such a game. While a complete elimination is possible, the game plays in 10 rounds, and it is very difficult to achieve a complete elimination.
Many people say the game plays similarly to Diplomacy.

To begin the game, each player receives an army of Footman, Knight, Siege Engine, and Ship units, as well as a set of Order tokens and other necessary components. Each player also receives a deck of unique House Cards, which are used as leaders in battles against rival Houses.
Each round in the game is made up of three phases: the Westeros Phase, the Planning Phase, and the Action Phase. The Westeros Phase represents special events and day-to-day activities in Westeros. There are three different Westeros Decks, and each denotes a different global action, potentially affecting all players.
The Planning Phase is perhaps the most important. Here you secretly assign orders to all of your units by placing one order token face down on each area you control that contains at least one unit (Knight, Footman, Ship, or Siege Engine). This portion of the game emphasizes diplomacy and deduction. Can you trust the alliance that you made? Will you betray your ally and march upon him? Players may make promises to each other (for aid or peace, for example), but these promises are never binding. The result is tense and compelling negotiations, often ending in backstabbing worthy of Westeros!
During the Action Phase, the orders are resolved and battle is entered! When armies meet in combat, they secretly choose one of their House cards to add strength to the battle. Finally, the Houses can consolidate their power in the areas they control and use that power in future turns to influence their position in the court of the Iron Throne and to stand against the wildling Hordes.