Characters becoming injured is one thing.

An RP where your characters can be killed at any time is an RP I will never, ever join.

A lot of effort goes into creating a character, and a player might have a lot they would like to do with that character. Effort goes into writing for that character as well. Having that character suddenly killed without your discretion is intensely demoralizing and feels unfair. After all, you put a lot of work into creating this character and now they're gone. If a player is okay with having their character killed, [i]then[/i] that character can be killed.

You can have a complicated and dramatic plot without being like Madoka, and I like Madoka quite a bit though it's not my favorite magical girl show. Nanoha and Symphogear both have more complex and dramatic plots, Precure can get pretty dramatic(but I'm not really advocating the RP be like Precure. I tend to lean Nanoha or Symphogear for tone when it comes to magical girl RPs).

Part of the reason I bring up Symphogear is admittedly because, well..

Who [i]doesn't[/i] like it when the action in a magical girl anime suddenly turns up to incredibly over the top levels?