No, its the assumption that exploration is the most important thing about Zelda games, even though plenty of people would disagree.
The people of Skyloft knew nothing about the land below,but you expect then to be fearful of something that doesn't exist to them ? TP was far worse in this regard.
Maybe the people of Skyloft should have known about the world below and how they came to be in Skyloft, and we could have gotten some interesting story bits and sidequests having to do with them preparing for imminent doom. Definitely would have added to the tension. Maybe we should have seen more big evils doing awful things instead of being contained in their pretty little dungeons. My point is if you're going to have a narrative-heavy game, make the world fit your story. Skyward Sword, by and large, does not accomplish that.
Puzzles require thought(or at least good ones do) difficult games mainly reward reflexes &/or time spent playing the game.