I think there's ANOTHER big difference though.
In combat, if you fail, you die and the adventure is pretty much over for you. Basically it's game over.
But with skill challenges, even if you fail the skill challenge, the worse that may happen is that the NEXT battle will be one level harder. Take a look at the examples given.
If say for example you fail the "trek through the jungle" skill challenge in the DMG, the worst that happens is that you have a random encounter.
So I'm not sure why players would be more scared about skill challenges than combat.
In combat, if you fail, you die and the adventure is pretty much over for you. Basically it's game over.
But with skill challenges, even if you fail the skill challenge, the worse that may happen is that the NEXT battle will be one level harder. Take a look at the examples given.
If say for example you fail the "trek through the jungle" skill challenge in the DMG, the worst that happens is that you have a random encounter.
So I'm not sure why players would be more scared about skill challenges than combat.