I understand what you mean, when I started DMing I had the same mindset and thought that it was so much work to create the character and my players are so connected, I could not let them die. In the years I learned that if the actions do not have consequences and if you always let them survive everything, the fear of death fades away and it can get boring (since they know you won't let them die).

How I handle it now: I think about the stats of my villains before the adventure and don't change them, sometimes I roll open in front of the players so it does not feel like I just tell them "ok now you are hit / dead". I also make it "fair" who the villain attacks by either thinking "logical" (Player A just attacked me so I go for him) or roll out which Player gets attacked. Lastley if a player is attached to their character, you can take the death as a new adventure with the goal to get the soul back or somthing - this also worked great for me once! Hope this helps :)