You are mistaken. Both sentences express an idea contrary to the stated fact.
1) Without your help, I never would have won the game. = If you had not helped me, I would never have won the game.
But you did help me, so I won the game.
2) I'm so surprised! I never would have thought he would do that. = If I hadn't found out about it, I never would have thought that he would do that.
But you did find out that he did it, so you DID THINK that he would do that . You are suprised that he would.