Air carrier Captain reported ATC issued a visual approach refusing RNAV approach due to altitude which put terrain and approach guidance risk upon the crew.

Narrative

At cruise we were given clearance to fly direct GJT. We were given descent clearances approaching the airport and when we contacted Approach Control I asked what their plan was for us to fly the RNAV 29 (full approach vector to final or to the feeder fix CESBA from the south). Approach said when you get the airport in sight plan on a visual approach. From our current position he could not vector us to a published segment unless we climbed to a higher altitude. We called the airport in sight 20 NM out and given a visual. This placed all terrain separation; energy and path management on us to make this a safe visual. We made a great plan to fly a modified right downwind base to final keeping away from the terrain and maintaining a good path and energy management. We did not expect this clearance and the threat level significantly increased due to the unfamiliarity of the airport and ATC routing expectations. This poses a safety risk to crews who may not manage this situation correctly increasing the risk of unstable approaches and CFIT operations.