Killing a main character just to show that what's going on in the plot is dangerous is never a good idea, that's what red shirts are typically for. You typically only kill major NPCs when it is going to have an impact on the surviving characters and contribute to their character growth. It needs to feel earned. It should also pass down part of the investment into the character into a different form, whether that's a hardened goal that lasts longer than 1 arc or a big change in a surviving character that lasts the rest of the life of the series.
Otherwise your story just comes off as needlessly dark and edgy and some people will lose interest.
Serenity is a good example where the main cast all survive the original show Firefly, and then by the end of the sequel movie a couple get killed off to show that things are dangerous and it turned off a lot of fans and that show didn't even last a full season. But I'd go and say that most media, even long-running ones, keep their main characters intact the whole time. People get attached to characters the longer they're around and killing them off after over a decade for no good reason doesn't make sense.
It's different for one-off single-player games or short shows, but you don't really see long-running ones do that and they often have fake deaths or revivals just like FFXIV does. Stargate was around for just as long as FFXIV and had quite a few secondary characters die and the main cast had "deaths" and revivals, ascensions and descensions, etc. and ended the series witth the original main cast intact and no one batted an eye. Star Trek famously killed off Spock only to bring him back in the next movie and from my little passing knowledge of Star Trek, they all keep the same cast for years upon years with no major deaths despite being in danger the whole time.
That's not to say there haven't been moments where main characters could or even should have died and had an actual impact. Yotsuyu, Gosetsu, and Zenos most certainly should have died and the story would've been better for it. Thancred could've been killed off in ShB against Ran'jit and that would've had a greater impact on Ryne, especially if she managed to cross worlds with the rest of the cast to become a main character in his stead. G'raha could've died on the tower and the scene was a little awkwardly drawn out and dramatic considering that at the time it felt obvious that he was going to come back.
For Endwalker, the main character death we're meant to care about (for better or worse) is Hydaelyn/Venat and I can't really think of where another would've really fit in there and had an actual lingering effect on the rest of the characters.


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