This is only true in certain kinds of games in which the players are looking for a specific experience that includes threat and difficulty. After many, many years of doing this, I have discovered that it is a rare group that actually wants that. Most players, in my experience, want something just hard enough to feel accomplished with few if any permanent consequences of that difficulty (along with wanting a story presented to them rather than emergent). And they don't like too many choices, by and large. They want two, three options max for any given decision point, and two or three decision points in any given adventure.Fairness, on the DM's part, extends into the fiction as well.
Gygax emphasizes his point of "Always give a monster an even break", and he's right: a DM has to be fair to the opponents just as she has to be fair to the PCs.
Further, if a DM is fair to the PCs in the fiction then by extension she almost can't help but be fair to the players at the table.
Note that none of the above is my preferred game to GM. I like sandbox campaigns with self motivated players willing to risk it all for great rewards to create a tale worth telling. It's just a rare group that wants all that.