I think mostly that it boils down to that superheros are supposed to be typical archtypes of good, though Sephex makes a good point that they're all targeted towards children. The standard message is that heroes aren't supposed to let anyone die. It's certainly extremely over-simplified and sappy, but, really, these are fantasy superheroes wearing colorful tights and masks. And people generally just don't die in many comics, going make to the issue of children. Hell, in Spider-Man: the Animated Series, they weren't even allowed to have real guns or see anyone too injured.

Though there are more mature superhero stories where the hero does not always act so strictly virtuous and insistent on saving everyone. Just look at the ending to Batman Begins, for a well-known example.