I encounter this type of player all the time. They are very common.
It's simply the effect of the last couple of decades of horrible writing for TV shows and movies, video games and the whole Disney- affection and political correctness.
I've been a killer DM from day one though. There is no plot armor in my games. I've done the Ye Old kill a PC in the first five minutes of a game lots of times.
It's not that as the Dm your just gonna kill the PC(after all if it was you could just say 'rocks fall you all die'), it's more the chance it can happen any time. For me the chance of death is what makes RPGs unique!
In almost all other media, you have to pretend that you don't know the character is immortal. You watch the new James Bond movie and you know Bond will never die. And you wonder: why does he even duck when bad guys shoot at him. After all....James Bond could walk right up to the bad guy, let them press the gun to his chest and empty the clip....and low and behold Bond would not be hurt(I remember the great Rambo clip from UHF...). This quickly ruins a story as you know characters are immortal...to enjoy the story you have to 'pretend' like the character could die any second.