In some countries, visas do give you additional guarantees. For example, in the US, if you are approved an ESTA but then turned away by US border agents when you arrive, you have no right to appeal: being granted an ESTA online does not give you an automatic right to enter the US - the final decision is with the border guard. On the other hand, if you get a US visa, that gives you the almost undeniable right to enter the country, as the relevant checks will have been done in advance during the decision-making to grant you a visa. US border guards cannot overrule a visa decision, provided that it is legitimate, unless there are exceptional circumstances or indicators (like you being evasive or telling you them you have a bomb). and if you are refused entry then you can appeal through official channels.
I guess it differs from country to country.