If the players are so cautious, they are either doing it because of role-playing concerns (for example, archeologists in Call of Cthulhu) or the DM has given them past experiences where bravery and daredevil exploration failed badly. Some DMs may enjoy this style, I do not. (Perversely, I can enjoy it as a player.)
I don't think it's at all weird to enjoy it as a player, but not as a DM.
Some groups play the cautious approach by mostly talking among themselves, which can mean the DM has nothing to do. Other groups play it by asking a constant stream of questions from the DM regarding the environment and the possibility of different actions. When the latter happens, it is in my experience very enjoyable for both the players and the DM.