The OP is either trolling, or really doesn't understand how games create a sense of danger. Danger = Penalties.

RTS game create danger by offering the ultimate penalty, Game Over.

MMOs have death penalties, in the form of weakness, and usually something more substantial like exp loss.

You can't honestly stand behind the argument that dying is a good enough penalty. That's nothing, no incentive to play better, or to think twice about engaging some crazy enemy. Death does not equal game over, one just re-spawns and continues on one's way.