Death isn't that easy in GURPS.

With regular/primitive attacks, it's not really that easy at all, death can only come at -HT HP (probably -ST in 4e, it's been a bit). If you're using hit locations, most hit locations have a maximum damage that can be done that kind of prevents that. It's fairly easy to get knocked out, but dying is a touch more rare.

If you're using high tech weapons, that's a different story, especially if you get a head shot, though.