Not everyone plays role-playing games the same way. Different GMs have different styles. A pretty great categorization of different GM difficulty styles can actually be found in a book where you wouldn't expect it: The Munchkin Master's Guide by Steve Jackson, of Munchkin card game fame.
The chapter "The full Monty" describes various different GM styles. Among them are (paraphrased from memory, I don't have that book available right now and I read it many years ago):
The "Monty Haul" GM
The best friend of the players. Tries to make them succeed at all of their plans. Softens the consequences of bad dice rolls with GM fiat and rewards players with any magic items and powerups they want.
The "Monte Carlo" GM
The Gameist and simulationist. Plays strictly by the rules. Never cheats for the players, but doesn't cheat against them either. Doesn't hand out any undeserved gifts, but doesn't create any implausible obstacles either. If the players come up with a plan, the Monte Carlo GM will play it out the way the rules say, and if the rules fail to provide guidance, as common sense would dictate.
The "Monte Video" GM
The storyteller. Drives the players through the plot. The plot might have its ups and downs, but there isn't much the players can do about it, because the GM is in full control. If the players come up with novel plans, the Monte Video GM is forced to prevent them from working, because they would derail their pre-planned plot. The GM feels that this is in the interest of the players, because it provides them with the best story experience.
The "Monte Christo" GM
The sadist. Actively plays against the players and tries to make them suffer. Will try to ruin any of their plans. Only lets the players succeed when it can be used to make them fall even deeper later. Also known as the Killer Game Master.
Each of these GM styles leads to a completely different game experience. There is no "right" or "wrong", no "better" or "worse" way to GM (although different rule systems might encourage or discourage certain styles). Each of these styles can result in a good game experience. But not every player enjoys every playstyle. And not every GM is able and/or willing to play each of these styles either. The purpose of roleplaying is that everyone has fun, both GM and player. So it is important to find a campaign style everyone enjoys.
So what do you do now?
- Find out if the rest of the group actually agrees with you. Maybe they like the challenge? If you are the only one who dislikes the game, then it might be time for you to find a different group.
- Assuming that the other players are on the same page as you, ask the GM if he is aware that he is running what you feel is a "Monte Christo" campaign and if he is aware that there are other ways to play. The GM might have just misunderstood the role. A common misconception among new GMs is that they are playing a competitive game, and they "win" by defeating the players. But maybe they actually want to play that way? Again, there is no "right" or "wrong" ways to play RPGs. Just "having fun" and "not having fun" ways.
- Ask the GM if they would be willing to try a different style.
If the answer is yes, give them a chance. If the answer is no (and that's perfectly OK), ask another player if they would like to GM from now on.
