I would try explaining to him that you understand that he is trying to make the game fun, but in reality, he is causing you to lose out on the best part of role-playing games. Namely the:
EPIC DEATH/FAILURE STORY
Ask any Klingon, they'll tell you. There's nothing more glorious and honorable than dying in battle. Seriously though, I don't play much anymore, but when we reminisce about games we used to play, the failures and deaths come up and are way more fun to recount than the victories.
Sure, the time I rolled a 20 with my vorpal sword and beheaded the troll was great. But the time my cybernetic soldier got thrown into a bag by a dragon and, rather than just use his 18/00 strength to rip the bag open, he decided to blast through it and shot the Kiwi in the face, now that was awesome.