Every change, voluntary or not, in life is a step outside the comfort zone. Every change in life entails a risk of it not going the way one wants it to go (or expects), which in turn produces anxiety. Example: Making a new dish that you’ve never tried before? That’s outside your culinary comfort zone, it might turn out disgusting. Finding new friends? That’s outside your social comfort zone, new people may be toxic.
The only difference between people who are comfortable with one change or the other is to the degree that they are voluntary stepping outside their comfort zone where everything is unpredictable, and take on whatever outcome may come of it. The only way one would be satisfied in one’s comfort zone is if you’ve experienced everything that you want and could ever want to experience; that is either an arrogant or ignorant state of being.
So why are you not safe in the comfort zone? Life throws hurdles at you that you seldom expect. Your relatives die, your friends may abandon you, and you may lose most of your savings due to financial collapse.
The comfort zone will only shrink due to misfortune that you cannot fend off, and the way to cope with this is to voluntary take on the changes that occur.
Now, too much change is also dangerous since it puts you at a state of disorientation, and the comfort zone is where you find your groundings, but the ideal situation would be if everything in life is your comfort zone.