The Bible is a challenge to people because it seeks to radically transform people into true servants who desire to bring peace, hope and love to other people. Conservatives, as the term suggests, oppose radical changes to their lifestyle and world view. Not just conservatives, but human nature opposes radical change; conservatives are just more extreme.
In the broadest terms, human nature stresses survival and comfort. The Bible challenges humans to overturn survival and comfort in favour of ministering to all people (unconditional love), which will inevitably lead to persecution. Look at Jesus; he was not welcome in his home town, and was executed as a criminal. The Bible promises that those who follow Jesus will share in his fate; Jesus himself stated the same. Various figures throughout history who challenged people to radically transform their lives in a positive direction were persecuted - Martin Luther King Jr. comes to mind. The Bible's promises of persecution are true, and that scares people. Hell, it scares me.
I don't want to lead a life where I will be ridiculed, misunderstood and forsaken, but I must, because I chose to live in the hope of the resurrection. The world has never offered me hope, and it never will, so I continue to choose life, even though it may bring me death. I am willing to sacrifice my survival instinct and desire for comfort if it will bring hope and peace to others. I must speak the truth, always, and never be ashamed, or else my sacrifice will be for nothing, and I will be a greater fool than I am now.
Following Jesus is not an inheritance from your parents. It is not something you do because your community demands it. It is a path that you choose, and it is a damned difficult one, but in that path lies hope. This fact is what confuses and troubles people; they want hope, but in the midst of comfort and security. You're not going to find hope in comfort and security; going out there, helping and loving others, being with people in good times and in bad times - by doing these, you will find hope, and that hope will become your comfort and security.