Did no one think about the security risk?!

[Cleretic]

Reinhardt mostly nailed it, but there's some pretty important things to remember that the OP either forgot or never realized.

1. FFXIV is very much of a world and era where generals 'lead from the front'; to us that's pretty nuts, because we live in a world where that's stupid dangerous and military and political leadership is best done at a distance with very different skills, but that's just not how military leadership works in FFXIV's world. This doesn't just mean that most of them are damn good fighters; it also, in many cases, means that this world probably knows that their military leaders tend to die sometimes, so they probably all have pretty established methods of succession, both in immediate deferral of duties and eventual selection of a full new leader. So, yes, they probably thought about the security concerns.

2. Very few of the people there for Forlorn Glory/Sum Of Our Parts are actually singular leaders. It would undoubtedly be a tragedy to lose any of them (well, maybe not Nero), but to add to/amend Reinhardt's points...

• Both Fourchenault and Aymeric are ultimately only parts of a larger representative government. Their losses bring separate problems--Aymeric's actually got an important role so they'd need to elect a replacement for that, and Fourchenault's absence might lead to some gain by the Bibliothecs--but representative governments are, by design, very good at replacing their members.
• Going by the Encyclopedia Eorzea, Limsa actually has a council of civilians that have some level of governing role, as well as a way they select a new admiral every seven years; it's a boat race, for some reason. So they can also get a new leader no problem, and honestly, are due for an admiral-selecting boat race soon anyway.
• Gridania's sort of accidentally got a 'designated survivor' situation going on with E-Sumi-Yan; they'd be fine if Kan-e-Senna died.
• Raubahn isn't a head of state, he's just the head of the Ala Mhigan military; it'd suck to lose him, but they're looking at an era of peacetime anyway. But Lyse... also isn't a head of state! In fact, we kinda don't know if there is one; all we know is they have a senate, and Lyse is a senator. She's just our point of contact because she's the one that reaches out to us for meetings.
• Ul'dah... uhm, didn't send anyone for that questline! Which I think brings up entirely different questions. Nanamo does fine these days, though, so we shouldn't be worried about that. In fact, she could maybe use us putting a couple of those Syndicate members in deadly situations, it might make her job easier.

Hien's absolutely the one who would cause an actual problem for his nation if he died there; he strikes me as a man who probably already has a successor in mind, but getting people to accept that successor while they're still in a bit of a transitional state is a tough prospect.