Maybe it has something to do with the fact that I ran a Call of Cthulhu game for 14 years. I guess I depict a pretty scary world in my D&D game. I think to some extent it should be scary. This is dangerous work, stopping powerful, evil creatures from doing their worst. More than stopping horrific monsters but killing them. Perhaps with the seriousness of the situation, fear is able to grow.
In any case, the party in my game is tending toward avoiding danger lately. I honestly did not expect this as the party has regularly gained power itself. But, that's not really my concern, is it? Any suggestions to discuss?