Yet it always comes back to me to be the primary DM.
Now, I'm sure there's some reason you can think of that this does not actually mean they enjoy my style of DMing for them, but on the face of it that would seem to say they approve.
I would agree with your assessment; they clearly want you to DM.
It therefore follows that (1) you are probably the best DM in your group, and (2) that you are probably the one who enjoys DMing most.
It does not therefore follow that your game is the best that it could possibly be.
And this is where we differ. I try to give the players what they want. It's just a game, after all, and if they want me to fudge I'll do it. If they want me to roll in the open I'll do that instead. You seem to be very hard-line, "my way or no way" about it. I can't fathom being that way about a game of make-believe.
I have walked down that path, from both sides of the screen, and I know that it is not fun. For me. For anyone I have ever played that way with. YMMV (obviously).
Like you, I try to give the players what they want. In the end, though, what I suspect they want is the best game that I can give them. And that game doesn't include fudging. Indeed, there are all sorts of things a player might want right now, that damage the game in the long run. Thus Monty Haul was born.
(Aside: You keep going on with that "about a game of make-believe" stuff. Sure, it's a game of make believe. All games are make-believe. Arguably, all achievement is make-believe in that nothing is ultimately permanent. So what that it is make-believe? Does that mean that you don't bring your best game to the table, or that you shouldn't care about the quality of experience you provide?)
Raven Crowking has answered the question himself, at any rate, which makes this moot.
And has tried to do so as honestly as possible.
RC