Engaging in a little thread necromancy, because I don't think the issue with the current design came across clearly:
Regarding 1, Keep in mind the aliens have even more advanced technology - If a blast of plasma takes a soldier's head off, I'm sorry, that character will die.
It's a gameplay issue. Right now, you either savescum/restartscum or simply accept that you're going to take big hits pretty much at random (due to losing experienced units or supersoldiers)—your only choices for risk mitigation are either incredibly conservative play (since you can't even effectively use Reaction Fire to reliably cover corners, you really need to have most of your forces prepared to engage anything around a corner in this turn before you poke your head around it, and ensure that nothing that could be there can move and then target you) or making sure you always have a low-quality soldier on hand to act as bait and draw fire.
So really, you either eat large and random penalties by occasionally losing a high-experience soldier, or you restart the mission every time someone dies. Quite simply, neither option is fun.
Now, I can get behind the idea that sticking out your neck, or even simply the occasional bad luck, should have consequences—but those consequences should be mitigable. It should involve some kind of sacrifice, but it should be available as an option, possibly multiple options.
The most straightforward approach I can think of would be to add a "dying" status which stretches between something like zero and negative max health. Each turn they lose some health; either a fixed amount or a fixed fraction of their max health. Medkits can't restore health to a dying unit, but may be used to stabilize them, ending the HP loss. If a unit is in Dying status but still alive when combat ends, the unit is assumed to have been successfully stabilized after combat.
With something like this, instead of deciding "do I lose the unit forever or do I restart the mission", a player has the opportunity to accept a tactical disadvantage (needing to reach the dying unit with a medkit-carrying soldier in time to stabilize him before he bleeds out), or to take a very deliberate risk of losing the unit by attempting to complete the mission before the dying unit bleeds out. Even if the unit survives there's still a medium-duration penalty, since the inability to heal dying units with medkits guarantees a hospital stay at least long enough to bring them back into positive Health. Units getting sent into Dying status is still something worth being avoided, but it's no longer a permanent, unavoidable loss. End result, IMO, is people restarting missions less—which really sounds like it's more in line with developer goals, what with the FAQ answer on in-battlescape saving.
~J