Yeah, that's exactly what I mean. That soldiers in XCOM are actually more likely to die to a single shot than to shots over time gives the feeling of randomness over skill even though it's no less strategically/tactically valid. There we're managing the odds; you can minimize the chances of casualties but nothing you do can ever eliminate the chance of a soldier getting killed. It's our faulty expectations of zero casualties that makes it feel wrong. I know it yet I still can't 100% get over it and still feel wronged when one of my soldiers dies, but ultimately a person dying from getting shot once is something I accept.
It depends on how much effort you put into your soldier or city in question.
Cities, you have to put effort into, and therefore 1 shotting cities to random encounters feels wrong/terrible, especially when there is little you can do. You cannot have your Sovereign stand guard in all your cities all the time, and even if you did he wouldn't have levelled and would be defenseless against Dragons and whatever else comes roaming.
I for the same reason didn't like random deaths to my soldiers due to the random crit through superior cover halfway across the map, because I spend a lot of time and effort to get these soldiers levelled, and 30 minutes of playtime caring and nurturing a squad of soldiers destroyed in a single random rolls just wrecks the mood and feeling of the gameflow.
In turn, if the Soldiers were named "Soldier 1", "Soldier 2", "Soldier 3" and so on, and had no progress whatsoever, I would happily throw them at the fire.
Sincerely
~ Kongdej