You should adapt your strategy to the position, I would say.
So if you benefit from going into the endgame, then go for it. This is actually what grandmasters do most of the times. As far as I can tell, they prefer a solid endgame advantage over double-edged attacking chances.
Especially with black, it's often the case that one has less space. Then it often helps to trade off some pieces.
Also, as defender, you try to trade off the attacking forces. And as an attacker, you sometimes trade off the best defenders of your opponent and you would also transpose your attack into a won endgame with a piece up etc., if no direct mate is at hand.
So I totally liked your style in that game.
So if you benefit from going into the endgame, then go for it. This is actually what grandmasters do most of the times. As far as I can tell, they prefer a solid endgame advantage over double-edged attacking chances.
Especially with black, it's often the case that one has less space. Then it often helps to trade off some pieces.
Also, as defender, you try to trade off the attacking forces. And as an attacker, you sometimes trade off the best defenders of your opponent and you would also transpose your attack into a won endgame with a piece up etc., if no direct mate is at hand.
So I totally liked your style in that game.