It's all about what sort of group you're playing with. I run a group for some kids at my school and I know they would be heartbroken if I just straight up killed them.

I've only had to do this once though. I made it a lesson about caution. The player was being reckless, and they 'died'. Seeing how distraught he was, I decided after the encounter, that the other players should roll for a perception check, and noticed the character still breathing slightly. It was nice to see the kid perk up immediately afterwards.