Absolutely. There should definitely be a way for the player to safeguard some characters and expose others.
On the other hand, if your favorite character suddenly dies, don't complain - nobody gave any guarantees.
And, of course, if you can't handle external factors and randomness resulting in irrecoverable loss, maybe you should play a safer game such as 5th edition instead.
The advantage of the DCC approach is that the heroes that DO survive feel actually heroic. They have DESERVED their fame (and their class abilities). They have faced actual danger (as opposed to a game that works very hard to create an illusion of danger). They have seen their fellow party members die, sometimes through no fault of their own. They have persevered and willingly* entered danger despite the game not giving two shits if you live or die. That's real heroism in my view.
*) except when forced
Far too often in a game such as 5th edition heroes level up while hearing how great and heroic they are... but they haven't really deserved much of it. They are GIVEN abilities that nobody else gets. The game goes out of its way to shield you from dangers you can't handle. The game has NPCs repeatedly tell the PCs how great and heroic they are even before they have had the chance to actually be heroic. And the heroics they do accomplish are much less dangerous than it appears because of all their hit points and abilities...
...so are they really heroes..?
It's when you feel overdosed on 5th edition's artificially created heroics, its when you start feeling your 5E hero feels fake... that a game such as DCC (and TBH most OSR games) will feel like a breath of fresh air.
To see the OP still fighting this, and apparently still not be able to accept that what he feels are weaknesses of these game ARE MEANT AS FEATURES and it's not the game that's bad for the OP but that it's the OP that is bad for the game is slightly disheartening.
TL;DR: simply don't play DCC when you can't see the value of its features, and yes, those things are features and not bugs. Maybe wait a couple of years, burn yourself out on the faux-heroics of "modern" D&D and THEN you might come to see why people love OSR and DCC!