I dunno. I don't feel like it's that bad that the Scions didn't have any major casualties in ShB, but that's because I barely felt attached to most of them in the first place. I mean.....
-Thancred has spent most of the plot thus far either possessed (ARR), missing (HW), or popping in and out for bits of exposition (SB). He just hasn't done a whole lot, so while he had his moments (slugging the younger Fortemps son comes to mind), I just never felt that close to him. ShB was the first time he's actually around long enough for me to really notice him much.
-Urianger has been on the sidelines all along. Aside from the Warriors of Darkness arc back in 3.4, his whole role has been to hang around the Waking Sands and pop in when we need to be reminded that he exists. He's a little more involved in the Warring Triad quests, but he's had the least MSQ relevance of them all.
-Y'shtola gets a good amount of screen time, but she also keeps getting so many death fakeouts that I've lost all suspension of disbelief with her. Even in ShB, I just kinda rolled my eyes when she fell offscreen, because there's just no tension when she does it.
-G'raha was a minor character before, wasn't heard from for years, and now he's back. Ish. I don't mind him, personally, but I can see why other people don't care for him.
So of the main Scions, only the twins have really been in focus long enough for me to really form any kind of attachment. And I never believed for a minute that they were going away, because let's face it, they're the main characters most of the time. We're just along to hit stuff.
I feel like they just weren't, well, relevant enough before Shadowbringers to be worth doing anything that serious to them. Now that we've actually had a whole expansion to get used to them being around, now it might feel earned.