Some players like it when things go easily. When the plan works, and the mission is achieved with minimal disruption and complication, and perhaps a few combats in which it is not too difficult to prevail with nothing more serious than some superficial wounds.
And then there are players who like a challenge. They want to beat the system, when the system is stacked against them. They enjoy the struggle, the setbacks, the unsurmountable odds. Would Frodo's adventure have been as memorable if he'd hopped on a giant eagle, dropped the Ring into Mount Doom from the safety of featherback, and been home in time for second supper? No - he decided it would be more fun to flee Black Riders by the skin of his teeth, get stabbed by the Witch-king of Angmar, freeze half to death on the Misty Mountains, almost get slaughtered by orcs inside the Misty Mountains, half-drown in the Dead Marshes, get paralysed by a giant spider, almost succumb to the influence of Ultimate Evil, and have his finger bitten off.
Much better experience all round.
GM: You've just escaped from the Peace Moon. And effectively reunited the party. Let me just savour this moment.
R2-D2: Let's observe a minute's silence for the one we left behind.
Luke: Poor Obi-Wan.
R2-D2: Oh yeah. Him too.
Leia: On the bright side, you rescued me from my evil father.
Luke: Sure, but it's one step forward, two back. Is this how the game goes?
Han: Overcoming adversity is half the fun, kid.
R2-D2: It's all the fun! Like your campaign - one disaster after another! It was awesome!
Chewbacca: You really must tell me more about that game some time.
Han: It all began on a war-torn island off Morocco...
Han: A pilot, a military nurse, and a grizzled motorcycle mechanic walk into a bar. It's a sleazy, run-down—
GM: Some other time, maybe.