People do die in DW 5. Pang Tong get ambushed and shot with an arrow in the first couple of levels. In wu, sun jian dies early on. Also liu bei and cao cao die. Dian Wei dies at fan castle and Zhuge Liang dies at wu zhang plains, and if you're playing iwht him he dies in his ending movie. Sun Ce dies probably from Yu Jin, also Lu Bu dies and so does dong zhuo, but they always die cause no one cares about them. I think others die as well.