I thought it was quite straightforward.
You asked how combat, in D&D, can be fun and engaging if there's no risk. My reply was that it might be fun or engaging in the same way that playing cards for fun (as opposed to money), or doing crosswords, might be fun.
Those things are not dangerous, but neither is playing RPGs (or at least it need not be): all can be approached as pastimes where the pleasure in the activity is the doing of it. Where there is no risk of anything more than a bit of frustration or a bit of chiding from a friend on your side. If I lose a hand of cards when playing for fun, we just deal the next hand and keep going. D&D combat can be approached in exactly the same spirit.
As I said, to me this seems quite straightforward.