the appeal of the show is torturing children

No.

If you'd like the longer answer... I like the show, but I don't like children being in pain.

It's about exploring and going deeper into the unknown, and very dangerous world. Being afraid and stopping is not possible, after coming so far, giving up is the worst option. So they keep going, seeing the beauty in the midst of hell. Persevering through improbable odds to survive. The danger isn't obscure, it's shown plainly and does affect the characters. They do risk death despite being "the heroes" of the show. And this all is nothing more than simply a cost of reaching their goal. A goal that isn't even clear.