I dunno, that's war, son.
I mean, if you are actually careful, and treat missions like the life or death struggles that they are, the chances of a high ranking guy getting killed outside of you just being completely out classed (Facing Etherials when your psi-skills suck) is pretty low. Take your time, don't leave a vector unwatched or a leave a guy out in the open, watch those corners.
But I mean, sometimes when you aren't careful or even when you are, something shitty happens. It's just how it is. I actually really like Dwarf Fortress for this. Dwarf Mace Lords are pretty badass and can mow through waves of guys with no injuries in the right situations, but the same guy can get his neck broken in a sparring session in the barracks. Also, if he's in battle and a Frost Wyrm eats his leg, that's it, he's a cripple now for the rest of his life and unfit for combat. The realistic finality of certain potentially non-leathal wounds in Dwarf Fortress is something I really respect about the game.