The main advantage of not trading too much comfort for thrill is one often ends up accidentally following some kind of a moral compass.
That's a hell of a coping mechanism for my shortcomings: an imaginary factory that turns laziness into virtue.
Perhaps there are elegant ways of being a coward if one's goal is to at the very least deserve. In the eyes of a non-cynic, it might even look like well-calibrated self-awareness.