That is what Epic Points are for. If something kills you then I will automatically go ahead and use one for you to keep you alive for a reroll so that you won't die. 

Also Sasha would have felt pain from the attack. Attacks hurt (as they should) and drain HP for the Gamers, but they don't cause physical bodily harm. (I changed that from the Manwha, found it a bit more interesting, its not really all that intense if the character's don't feel the pain of an attack).