Been playing Dark Heresy with my group for about a year now. So far I think we've only had three characters die. Our DM rolls a little bit in the player's favor, though. I mean, my current character is currently rolling without an arm, a leg and a face (cybernetic replacements), but whenever shit goes down I seem to always roll myself out of it. Other friends certainly haven't been able to.
We've certainly still had a party member get shot through the head, or blown out an airlock, though.
Dying in a spectacular fashion is the best part! Maybe that's just me.
I think it was Adam Scott Glancy who said "dice are the faceless, uncaring arbiters of the player's fate, merciless and without resort to any negotiation" or something very much like that. I quite like that idea. I understand why some rolls are fudged, be it dramatic effect, humour, allowing a cool idea to come to fruition, and that's fine. For me, it's great that players and GMs will put the fate of their characters, NPCs and other things in the hands of these inanimate objects that couldn't care less what the outcome was, it can bring out more creativity from everyone and take the story in an unexpected direction which I think is very interesting and entertaining.
Thanks for sharing, I love hearing stories of Dark Heresy play because when things go wrong, they tend to go very wrong and in the most humorous of ways. I honestly thought DH was far more deadly. Maybe you don't have enough Psykers in your party, making even the most basic of tasks difficult. I know I took one minor part of your post and ran with it, but I thought that was interesting and I wonder how much of an impact that may have made on the game and the success and survivability of your party.