But Which, And When?
Well, first off, you're the GM, alright? You control the universe. If you wanted to, you could drop the moon on your players and they couldn't stop you. (They could call you a killer GM and walk away, which, you know, fair's fair.) You can pick whichever one of these speaks to you the most at the time and no one can say otherwise.
But if you want some guidance, well, Defy Danger is kind of a catch-all move, right? The book actively steers you away from penalizing the roll if the PCs are in more dire straits. There is a danger, you wish to defy it, so roll. But the circumstances are still what they are.
A hard bargain best suits a controlled position. The PCs have prepared for this and they're facing it head on, and you're offering them a way to escalate things but on their terms.
A worse outcome best suits a risky position. Things have started to jump the rails a bit but not beyond the usual ability of the PCs to deal with it. They can't dodge everything but they take less damage. They can't avoid all the attention but they do avoid most of it. They don't lose everything but they do take their pick of what to keep.
An ugly choice best suits a desperate position. Oh God, oh God, please let this work, oh God, please please please let this work, oh God. Unless by some miracle you get away clean, the best you can hope for is to choose what takes the consequences.
(The astute observer will have noticed what else I'm cribbing this from, and infer that in advanced cases the GM may offer the PCs some benefit to drop down to "worse outcome" or "ugly choice" from a better position than would warrant it. They are both astute and correct.)
And Now You Know The Rest Of The Story
Whatever the circumstances, the objecting PC felt that there were multiple possible vectors of badness they might have been able to choose from, and you made that choice for them. You told them the bad thing that happened. That's not really any kind of a success, and they were right to object.
But Which, And When?
Well, first off, you're the GM, alright? You control the universe. You can pick whichever one of these speaks to you the most at the time, and make the call, and that's what happens.
If things don't seem to you that there really was a choice in the matter, if it wasn't really possible to hold onto the rope when the electric owlbear shocked you because it's just that potent, then the next best thing to a clear success is dropping the rope and not getting hurt, and you're not obliged to offer a choice. (It is, however, proper sportsmanship to listen seriously to player objections and explain yourself. Who knows? Maybe you'll find yourself coming around to a second Defy Danger to grit your teeth and hold onto the rope, with damage guaranteed and risking a debility, because if that's what an electric owlbear can do then they really want to lasso it now.)
If you some more guidance than just that, well, Defy Danger is kind of a catch-all move, right? The book actively steers you away from penalizing the roll if the PCs are in more dire straits. There is a danger, you wish to defy it, so roll. But the circumstances are still what they are.
A hard bargain best suits a controlled position. The PCs have prepared for this and they're facing it head on, and you're offering them a way to escalate things but on their terms.
A worse outcome best suits a risky position. Things have started to jump the rails a bit but not beyond the usual ability of the PCs to deal with it. They can't dodge everything but they take less damage. They can't avoid all the attention but they do avoid most of it. They don't lose everything but they do take their pick of what to keep.
An ugly choice best suits a desperate position. Oh God, oh God, please let this work, oh God, please please please let this work, oh God. Unless by some miracle you get away clean, the best you can hope for is to choose what takes the consequences.
(The astute observer will have noticed what else I'm cribbing this from, and infer that in advanced cases the GM may offer the PCs some benefit to drop down to "worse outcome" or "ugly choice" from a better position than would warrant it. They are both astute and correct.)