> Grow some crops? An invading army will come and steal and trample them.

That actually didn't happen the waste majority of cases.

> Start a trading enterprise? Your ship will get raided by pirates or you die of tropical diseases.

Again, most of the time that didn't happen. And you often didn't die of tropical diseases either.

> Mine for coal? A coal heap will bury your town or you'll die in a collapse.

Most towns were not buried and most coal miners don't die in collapses.