Because that's how you get people invested in a story.
When you go pure grimderp people check out, mentally or physically. You either detach yourself from the characters, or drop the story entirely. If you never have any downtime and positive moments, you don't get attached to the characters as much in the first place; you avoid it to protect yourself.
At the same time, if nothing bad ever happens, you end up with something fluffy and forgettable. Look at Slime Isekai; other than WWII-chan dying, literally nothing even close to bad has happened. Without challenges and slips and falls, the connection to the characters won't deepen.
Just look at a list series that have had long-lasting popularity. NGE, Madoka, Berserk, FMA:B, and so on. The shows that are remembered the most are ones where there are good things, then bad things, happening to our characters. Pure edge gets dropped or watched for the popcorn; pure fluff gets forgotten as soon as it ends.