First off let me say I like the CA series. I really didn't notice that all of the Important Characters survived. But having thought about it I think I see where the complaints about ALL of them surviving come from:
People are human. Humans make mistakes. Normal mistakes are so common that most people don't even notice. Oops, dropped my pen, now I have to bend over and pick it up. 99% of the time when you buckle your seat belt you get it right the first time. But occasionally it takes a second, or third, or twelfth time, depending on how much you've had to drink (just kidding, don't drive drunk!) Ever bite your tongue while you're eating? And how many times have you chewed?
Adrenaline and high stress situations make mistakes more common, and costly. I'm an excellent shot. Put any gun in my hands and I can hit any target at any distance that the gun is capable of shooting. It's one of the few things I'm really, really good at, partially through training and partially through natural skill. During one of my initial training events (after boot camp and all of that) in the Marines we were using training rounds (basically modified paintballs made to fit an M-16) to clear a house. It was fun, exciting, and the adrenaline was pumping. There was 13 of us against 4 of them. A couple of mistakes led to the slow whittling down of the 13/4 to 1/1. We were about 6 feet away from each other, both firing, and both missing like crazy. It wasn't a lack of skill that was making us miss, or the weapons, it was the adrenaline. Had it been a real situation, me and my entire squad would be dead. Oops.
The people of CA are just that. People. Humans. They're capable of making mistakes. And yet they don't. At least not ones that lead to realistic consequences. They go through a series of high-stakes world altering events in which they're always outnumbered. Where any single mistake would lead not just to the death of that character, but possibly the death of their entire civilization. And despite all the chaos and pressure, they make the exact right decision that leads to the ideal result.
As readers/viewers we suspend our disbelief until the situation becomes unbelievable. And when it becomes unbelievable it Violently Ejects you from the world that you've pleasantly immersed yourself in. That's the biggest complaint I've heard about the CA series. Tavi was raised as a freak, and has had to think quickly his entire life. In a very real way he's been trained to make something out of nothing. It's a logical extension that his ability to think quickly might translate into a combat environment, making his survival believable. But what about the others? They're supposed to be just normal, average people. Lot's of normal, average people are dying, why do these guys get to survive? Is it because they're Important Characters? That's a good enough reason I suppose, but it's not very realistic.
Now don't get me wrong, I don't think you should be running around all willy-nilly lopping the heads off of Important Characters just because. That would be, as someone pointed out earlier, too Whedonesque. There should be a reason for their death. To not have a reason can lead to the Violent Ejection as well. At the same time, you can't run around all willy-nilly having all your Important Characters survive for no good reason, else, Violent Ejection.
So to me, that's what it all boils down to. People are human. Humans make mistakes. Even, especially, when it counts. Those mistakes in high pressure situations can result in death, even to loved Important Characters. To take away those mistakes takes away a portion of their humanity, which makes them harder to identify with.
And if anyone actually read all of that, here's a cookie <cookie>