Because some writers feel like their characters are their children. Also writers depend on readers to sustain themselves, and many readers are either sentimental enough or stupid enough to think that "fiction" must in no way be like "life" and such readers see fiction as "life without tragedy or toil" somewhat like a fairy-tale.

There are also genres where the genre dictates the amount of death or tragic moment, If you're writing the romantic comedy fiction, then death of any character would be too much. If you're writing fiction with drama in it, characters do not need to die either. Only if your fiction concenrs historical or pseudo-historical narrative, or thriller, or horror, or tragedy in classical sense - you may kill off your characters as you please.

The other extremity would be to write some piece of fiction where all characters die in great numbers without any explanation other than writer's opionion - "I want them to die".