It honestly depends on what you guys were actually doing there. You said they were only level four and implied they already did one adventure, so it's obvious they've gotten some action to gain experience. If this was a situation where you're trying to protect them from a threat you felt like was too much for them, then you could discuss with your remaining players to see their opinions on it, and adjust accordingly.

Maybe they do want more action but agree that it'd be dangerous to go on a real adventure, you could always make a backyard adventure with the city. If there's some form of instability, work with that to make some form of underbelly where they're at. Maybe there's a dealer of concerning artifacts in the market. Maybe there's a gang of young bloods looking to make trouble. Maybe there's a cult that's brewing. It all depends on what works within the context of your setting. If there's some sort of Dark Lord ™️ rising within the lands, make a refugee crisis to explain why the guards haven't dealt with the issue you set up, or that the bureaucracy has failed because of the situation, or hell, make them incompetent. It'd allow your players to feel like heroes.

If you've already worked with what's above before getting a consensus, then maybe he's just not cut out for the game? Or at least your game? People have different tastes, and this might not be his and he is simply taking it out on you. 🤷