Lack of character deaths isn't inherently a problem. But it becomes a problem when the same characters are put into deadly situations over and over, just to be saved in a contrived manner in the end. Jamie and Bron's river adventure, wights lake chilling for days, and there ain't no time are lame solutions to problems the characters shouldn't be put into if this is their outcome. It's a cheap way to build tension, and a crappy way to keep them alive.
Last episode had a bunch of nobodies travel along with our badass group, guess who bit the dust? Those guys were fodder so the audience would have something to be terrified about, but ultimately those characters weren't even graced with a single line of dialogue. They didn't even have names. Their sole reason to exist was to be killed off. And that's contrived and transparent, and frankly just not very exciting.