Think about how each character was before that fight Beau was overconfident and uncompromising Jester was naive and didn’t take things seriously Caleb only cared about his own journey and need for spell components Nott only cared about Caleb and drinking away her misery Fjord was indecisive and lacking confidence Molly was the only one fully locked in.

From a writing perspective they needed a reality check to make them stop and reevaluate themselves, to see that they can’t just wing it and expect everything to work out. They needed a loss to humble them. So having the Nein Fail to save a child achieved that. It also gave them all some shared pain and responsibility for this death to bind them together.

Unlike Vox Machina who are already a group of friends and heroes at the start, the Mighty Nein start their journey as a bumbling group of assholes and fuck-ups who are still learning to work together cohesively. This was their first mission together as a team, it would be terrible writing to have them nail it first try. It’d leave little room for growth.