Seems to me your issue is simply with taking risks at all.
Adventuring is a risky business. You're either gonna get rich or die trying...or more likely get rich AND die trying.
It's not with taking risks. It's with taking foolish risks. Basically, you don't go into a fight or attempt something unless you've got a really good chance of success. That's how you survive. If there's a 30% chance you fall to your death, you find another way around instead of climbing. If there's a 50/50 chance of beating an encounter, you try to tip the odds in your favor before you attack.
I can see, however, why you'd think a Thief isn't worth playing if you're in a party that constantly puts a leash on it and won't let it do its job - scouting, sneaking, infiltrating, and a bunch of other stuff that often goes better without having a whole party hanging off your back. And that's what minimizes risk: knowing ahead of time what you're up against.
Hasn't helped us yet. Knowing what enemies we are up against simply lets us know their names before we roll for initiative. The last couple of times someone has insisted on scouting ahead(and succeeded) the results have been:
"Alright, I scouted ahead. There are 6 Orcs in the next room."
"6 Orcs? Alright...let's go into the room and kill them."
Which contrasts with what happens when we DON'T scout ahead:
"We open the door."
"You see 6 Orcs, roll for initiative."
That's assuming the scouting ahead is successful. In my experience it normally isn't. Either the rogue/thief fails their stealth checks and cause the enemies in the next room to come storming out to kill them OR this happens:
"You scout ahead. You reach a door."
"A door, I listen to it."
"You don't hear anything behind it."
"Alright, I open the door."
"Behind it are 6 Orcs, who now clearly see the door has been opened. You may have made your stealth check, but you can only do that while you have cover or concealment. The door is clearly visible to them and they see it opening."
"Roll for initiative. Everyone else in the group is surprised except for you since they can't see the Orcs, so they can't act during the surprise round."
"The enemies win initiative. They all fire arrows at you. 5 of them hit doing...38 points of damage."
"Yep...that's me dead."
We went through a period of always having a rogue who scouted up ahead. After the 5th or 6th of them died upon opening a door while we realized that the scouting ahead was providing us with information that 95% of the time we didn't care about and wasn't useful to us, we all jointly decided that having a rogue scout ahead was a pointless waste of time.