You are encouraged to trade with weaker players.

If you trade with the winning player, they win faster. If you trade with players who are behind, it doesn't really change the outcome of the game (they will probably still be behind at the end of the game)

The only thing preventing that winning player from reaching 10 points is 2 stone and 3 wheat. So as long as no one gives the winning player those resources, the game continues.

Alternatively, the winning player can try to win on their own by massing up 20 other resources and trading 4 for 1. But everyone else can more efficiently get the resources they need by trading with each other, allowing for an innate comeback mechanic.

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At a minimum, that puts even the weakest players always in the position as kingmaker. So everyone has something to do at all stages of the game.

In Catan there are multiple ways to try to get to 10 points, so if someone else is in the lead via one strategy (e.g. city building) it's still possible to be in the lead for a different one (e.g. development cards).

The robber placement, players who are behind can target the lead player.

Catan is a poor example, because there is no built-in mechanic. Player interaction allows for targeting leaders and making mutually beneficial moves with people who are trailing. For everything great about Catan, it's a pretty old Eurogame, and it lacks a lot of refinements to the genre that have been made since.

The main thing is the free-for-all nature combined with the existence of trading. It is obviously tactically incorrect to trade with anyone who is about to win, but it usually takes a while to get that last point or two without a trade.