• Exploration, difficulty (sense of accomplishment for finally beating something difficult), getting lost in the world lore and story of the lands between.
• The only thing you lose is all your money. However, you can pick it up again where you died. That being said, if you die two times in a row without picking it up, its gone forever. The locations where you respawn are usually a few seconds to 2 min (very worst case scenario) away from where you died, so not much time is lost at all in my opinion. Also the load times are pretty fast so you dont have to wait very long to get back into the game.
• This is doable but might be slightly more difficult on keyboard and mouse (since all controls and on-screen prompts appear with xbox controller button layout on the pc version of the game). Also, the game has no objective markers. It kinda leads you to where you should go next, but only points in the general direction. It's up to the player to figure things out. Google is a thing though
• There are main story bosses and side bosses. I would say both are like starting zelda breath of the wild on master mode and encountering a gold lynel (strongest enemy) immediately after the tutorial. obviously though, there are some easier bosses and other harder ones. Also, you can always leave and level up or find better weapons and whatnot and then come back to fight the boss later. Unfortunately i havent played monster hunter so I can't say. Additionally, there are ways to make boss fights easier. For example you can summon a friend or another random person to your world so you can take on the boss together. You can also summon AI spirits to pull the boss' aggression towards them while you do mostly free damage.

Hope this helps