...Does no-one read the fluff? Heroically throwing themselves into the jaws of death so the squad and their favoured rookie can come back and win later is what Space Marine Sargent's are for. Every single short story anthology has at least one tale, usually told from the rookies P.O.V, where the badass leader of the squad will sacrifice himself for the good of the mission. Be it trying to distract an Ork Biker Boss, Slapping a Melta-bomb onto a bridge with no chance of escape, tackling a Tyranid off of a cliff or locking the door and facing a daemonhost alone, it always happens. Now we can recreate that in game.
Alternatively, people can start looking into ways of making their characters better in combat with new and exciting wargear options. Remember, if you're low Toughness, aim to have higher initiative.