I think that's relative. My players are often more comfortable with having adventures planned out for them, and they know me well enough to know that I can make encounters up on the fly and keep them on their toes anyway (I like homebrewing monsters. After a while, I could basically cobble together new ones on the fly with a desired difficulty level for the party; especially if I knew the characters in the party well).

That, and they like feeling like they're actually in danger. Makes them feel more accomplished when they overcome it.