Allows you to grow, learn new things, gain new skills, etc. It makes you better. Even if it doesn't work out...you learn in adversity.
Sitting back and being comfortable now means in 5 or 10 years...you won't have the experience you should have as an older person and some might label you as a minor role player only...not capable of handling a higher role in the organization. And then you're stuck.
And yes change is scary. But once you face it, you'll see it's not as scary as you imagined.