Again, we're talking about a situation where apparently everyone but the DM is on the same page and therefore no, it is the players who are wrong.
Frankly I would immediately nope out of any game where the DM tells me they consider my character inherently expendable and not to get too attached. That would be a waste of time for me and a game I wouldn't enjoy. So I and any other player who feels the same aren't obligated to participate in it.
There's a large gap between inherently expendable and "might die."
But that's the point of having this conversation early one (with the DM) about what to expect from the play experience. Then, as long as everyone is being up front and honest - the play experience will be better.
I mean if the players want a fun exploratory heavy/interaction heavy campaign where combat is minimized/non existent and the DM wants/is running a meat grinder - there's been a huge lack of communication somewhere! And the group likely won't last long in its current incarnation.