The universe is Doctor Who is a frightening, and often times dangerous, place. It is an area of hostile creatures seeking to enslave Earth, or various threats from throughout the cosmos and throughout time. While the Doctor and his companions valiantly fight for the underdog and look to protect those who are unable to protect themselves from these threats.
And yet, despite the various dangers that are ever present in Doctor Who, the Doctor and his companions typically emerge unscathed. While Steven Moffat has a bit of a reputation for killing characters, it is mainly those secondary characters that die. Yes, Rory was killed over and over again, but he was essentially the Doctor Who version of Kenny from South Park, albeit with a Centurion storyline.
The Doctor may occasionally face more danger than he can handle, necessitating a regeneration, but it is very rare for a companion to die due to the battles they are facing. One could say that Amy and Rory were killed by the Weeping Angels, but they were simply sent back in time and allowed to live out the rest of their lives together. Why, with all of the death that does occur n Doctor Who, do the companions not die in larger quantities?
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Perhaps this is due to the Doctor’s innate ability to protect those in his charge. He will go out of his way to ensure that his companions survive, even to the point of tricking them back into the TARDIS to send it elsewhere, as the Eleventh Doctor did with Clara. This may be due to the guilt he feels when anyone that he considers in his care dies, as he has often lamented the fates of those few companions to perish along the way.
While several companions have had their lives irrevocably altered due to travelling with the Doctor in the new incarnation of Doctor Who, like Rose being sent into the parallel universe or Donna losing her memory, it just is not the same. Even the deaths that have occurred, at least to some degree, are not permanent, as the returns of Rory and upcoming return of Osgood indicate.
In the end, this may simply be what is best for the show. Doctor Who is intended to be a fun program, and while there are the overarching themes of inclusion and tolerance, it is meant to be an escape from the problems of real life. By mixing in a higher rate of mortality to the companions, we would lose that aspect.
Death in Doctor Who, at least for the main characters, is a rare occurrence, and it is even rarer when that death lasts. Perhaps that is just the way that it should be.