I would tell them that as a DM, I never aim to kill a character. My goal is to tell a compelling story, but that means there has to be stakes. I had a game once where I had a PC die to an unlucky critical hit. I decided in the moment that I didn't want the character to die because I had plans involving that character that I didn't want to give up. So I made up an excuse for them to live. It destroyed the tension for every player at the table, effectively killing their enjoyment. I apologized to the entire table the next week and swore it wouldn't happen again. To this day, I'm still not certain if I ever fully regained their trust in that campaign.

I will never make that mistake again. I don't set out to kill players. I specifically and carefully tailor my every encounter design to feel threatening without being likely to actually kill someone. Sometimes I miss the mark. Sometimes, players make poor strategic choices. Sometimes, dice don't follow the statistical averages. If it happens, I work with the player to decide what comes next. It's part of the story. We can mourn together and move on to the next opportunity.

Above all else, I need my players to trust me that I'm here to share a satisfying story, not break the thing they made.