Why does James Thurber describe Walter Mitty as “undefeated and inscrutable to the last” in "The Secret Life of Walter Mitty"?

In Walter's daydreams, he is never a loser, as he appears
to be in real life. In his real world, he is timid and constantly in conflict with his
nagging, overbearing wife. He rarely (if ever) stands up to her complaints, instead
resorting to his daydreams to take him to a better place. In his fantasy world, Walter
is a daring pilot who guides his plane and the men inside to safety. He is a doctor who
successfully operates on a wealthy banker. On the witness stand, he brazenly defends
himself and ends up with a girl in his arms. He is a soldier who bravely prepares to
make a suicidal attack, one which he will probably survive. Finally, he happily faces a
firing squad--a far, far better fate than he faces in a lifetime spent as a hen-pecked
husband. He is undefeated in his fantasy world, always the conqueror who gets what he
wants. And he is "inscrutable": a man of mystery whose two worlds--one as a sheepish
coward and the other as a confident hero--will always contradict each
other.