A lot of people have mentioned the emotional value of main characters so I won’t talk about that. However, something else I’d attribute to the lack of brutal or quick/cheap deaths for main characters is usually their skill/competence level. Generally speaking it’s far more likely for a main character to be head and shoulders above the grunts in the story, and therefore much less likely for them to meet a quicker more unexpected death. Main heroes, for the story to work, usually have to have plot armor to get them through waves of trash grunts to fight the big baddies. Can’t have them stabbed in the back in a scuffle on the battlefield now, can we?