So many series have good and interesting premises, but fall short for lack of guidance from an editor who can help the author realize and communicate their vision.
"Those who cannot transform themselves have no chance of turning the world on its head" is fundamentally the message of Danmachi. It's what the 4th Anniversary revolved around entirely.
I've always found the easiest way to understand it, without using math, is by recognizing you're less likely to get the answer wrong twice. So you're better off switching doors