Stockholm syndrome, they're just afraid of the unknown. But anything has to be more exciting than knowing exactly what is going to happen every season. Be careful what you wish for? I'm pretty sure no one wished for what we're currently getting.
Thing is, it's not going to get worse than it already has because we're part of the established status quo and have the money to ensure we remain at a certain level. This is why I don't understand anyone telling me to be cautious about life after Wenger because I can't fucking wait!