Not everyone feels important.
If you look at shounen shows, you'd realize that a lot of it is based on violence. We're not only talking about battle shounen; fights to death happen even in other shounen shows. And that raises the question on how shounen deals with the concept of death. Warning: some spoilers ahead.
There's a thing that is called "plot armor": if the character is important for the plot development then it will stay alive even in the most gruesome situation. Sometimes, however, the death of a character may move the plot forward, but now it's considered as a pretty cheap move, as its shock value is not that shocking for the viewer anymore due to the amount of shows that use it.
We, viewers, got desensitized by the shows constantly killing off characters that we hold dear and got attached to.
Real-Life Mourning: From Tomorrow's Joe to Jujutsu Kaisen
Now the plot armor gets thinner, even those deemed indestructible may crumble. One of the first characters whose death in the manga was mourned in real life was Tohru Rikiishi from Tomorrow's Joe in 1970 — Kodansha held an actual funeral service at their Tokyo office; one of the most recent ones was Gojo Satoru from Jujutsu Kaisen with the mourning wall in Chile still standing.
So most of the time the characters that seem a part of the main cast are somehow protected by the plot armor, yet there's still a thrill, a nagging feeling of suspense, because the author can do whatever they want, it's their world and they can change it on a whim, and if they wish so, the plot armor would instantly crash in little pieces.
This thrill, on one hand, keeps the viewers and readers on edge; on the other it doesn't let some people get attached to the characters, because the character may meet his untimely demise.
The other aspect of desensitization is how some shounen shows make death feel unimportant. In the Dragon Ball franchise nearly every main character has died at least once and was revived, Krillin even got four other chances. And so death in Dragon Ball doesn't feel like something serious anymore: it's just like losing.
Are We Just Too Tough for Death Now?
Some deaths of characters are portrayed as something important; others are just brushed off. If you look at My Hero Academia (Boku No Hero Academia), the death of Sir Nighteye was powerful, its scale was huge, and its impact heavy. But the death of Midnight, on the contrary, didn't bring anything to the plot and feels unnecessary.
Death in shounen is a fickle concept. No one is safe from it, but the worst part is that it can be introduced in such an underwhelming way that would make you hate the show. Some series turn into graveyards right after introducing new characters (the first part of Chainsawman does that quite literally); others let you build some connection with them and then destroy them.
And maybe dealing with these emotional roller coasters on a daily basis made us less susceptible to them.