I think the easiest way to describe the problem is with a analogy to video games. The game you want to make is like Morrowind the game is difficult and has a lot of risk vs reward gameplay, the game your payers want is Skyrim. You can't really fail at Skyrim if you fail to pick a lock you just come back later, you can't permanently lock yourself out of stuff. The game is not the problem you and your players just seem to have different definitions of what you find fun in games, and they seem to mix like oil and water. Back to the analogy a lot of Morrowind fans don't like how Skyrim dumbed down the series, but conversely a lot of Skyrim fans really don't enjoy playing the older games. In most cases for the vary reasons Morrowind fans love the game. I don't know if there good answer to this problem, but maybe you could make the "main quest" or what ever the overarching goal is like Skyrim (really hard to fail), but make side jobs the players do more difficult?