I'm not immune either, it's just an illusion
Though I've not died all too spectacularly with Kylan, I have faced the depressing view of Limbo with him a few times, and come very close a large number more. I could tell you how I very very nearly died one day when I got my farmers mixed up and thought avalanching Rancher Plover and his ranch foremen was a good idea! I'm pretty sure I would have probably died if not for someone healing and singing at me
"sure I can do it, I do it solo all the time" "really??".. Oh yes, that was a close one!!
I could also tell you a story about how I lost level 20 pre-wipe with my good ol' monk. That was all my own fault.. up-arrowed twice instead of once in my panicked state of spamming flee and accidently cast something... going from "you failed to flee" to "please wait 5 seconds" is always so much fun!
Like everybody else I also have tales of lag-induced doom too (*hugs lagflee close*).
We all have our moments, so long as we learn something from them they're never as bad as they seem though. I'm with Erynn on this one, ignore the numbers and play for fun. RP your heart out, have fun and let the exp and levels take care of themselves.