I'm having a little discrepancy with my usual gaming group regarding a topic I don't see much, difficulty, or how challenging the games actually are.
We usually play very system heavy games like Pathfinder, Legends of the 5 rings 2nd ed or other d20 homebrews. Our most common game is a WH40k d20 homebrew that has elements of DnD 3rd and 5th ed. This goes well with us because we love tinkering with builds. Still we also play the occasional indie game now and then.
My perception is that players like playing it safe, and that's okay but whenever I tried to pose a challenge that forced them to take risks they got into a block and start arguing how I was not being fair. I'm not talking about situations where characters die because the DM lost control of the situation, I'm talking about usual narrative tools, like ambushes, or situations where the protagonists have to flee rather than fight, or someone gets taken as hostage, or even die because the plot demanded so. They like to be in control constantly, and even though I would give them just that I begun to find games really boring, so I jumped back in the pack and switched to play instead of DMing. Thing is... From the player perspective I still find the game is absurdly easy, we're so in control it's imposible for us to lose, I find no thrills in this style of play.
I've talked with the DM plenty and though we both agree on this, he's as scared as I was to actually go ham on the team because everyone is going to tilt the moment things go downhill.
Going into a little more detail, I know that If I tell them I want to bring in more challenge as DM or that I want some more as a player, they'll agree to it in the moment because they are nice people and also want me to have fun... But when we start playing they will back down as soon as the heat rises (and I know this from experience, I'm not just presuposing). So It's not just telling them what I want, I need to convince them to do something they're not partial to. The same way you would convince someone to go to the dentist.
How do I make a good case to prove that losing, or facing a real risk of defeat is actually fun?