The opposite: killing supposedly central characters makes reading the books exciting because once you know anyone is up for grabs, reading through a sword fight, assassination plot or whatever is actually interesting b/c the outcome is not a foregone conclusion. And I think there are a large number of fascinating characters in his books so it ends up not being a problem.
The issue with most so-called action series is exactly this immortal protagonist syndrome. I mean 3/4 of the movie/book are usually battles but if you know Bond, Conan, Drizzt or whoever is going to win then what is so exciting? Especially in book format - at least in a movie you can argue the special effects/action sequences are worth watching for their own sake. I say let the heroes die once in a while to keep things interesting!
