There are definitely goals that are statistically improbable that are beyond are current means to navigate consistently, like getting rich through lottery tickets, but they don't violate physics. We do have to take into account what we are able to influence, practically speaking, with our actions.

I bring up physics because we live in a physics-based universe as opposed to a moral universe. So our analysis of our course of actions must take that physical reality into account when pursuing a subjective moral outcome. If we lived in a moral universe, like D&D, we would only need to ask do the ends justify the means. Acting to achieve a goal in a such a universe would, in theory, always be a matter of acting in a way that was consistent with the end goal. But that's not the universe we live in.