Every inconvenience is a challenge.

[Xoo]

Yet real life is vastly more dangerous than FFXIV. So if we are to accept your premise, you should choose to do things that are more dangerous in real life than FFXIV.

I also don't agree that danger and threat equate to fun for anyone.

Not everyone has the same idea of fun.

Whether in the real world or a virtual world, loss is loss, no matter what the medium. It's all relative. I never said I led an interesting life, but I do say I play a generally uninteresting game.