The issue applies at the larger scale too. Nick Fury wins in one universe and loses in 99 others. It's nice to know that things went well somewhere, but still sucks to be in any of the other 99.You are basing the stakes only on the character.
In upcoming Secret Invasion series Nick Fury will be fighting off a takeover by Skrulls. Whether Fury survives is a question, sure. But there's something bigger than his survival at stake.