No, there are plenty of cases when Merlin, Arthur, Gwen, ALL OF THE KNIGHTS, and everyone else of any importance should have died.
They do fall victim to the whole overconfident super villain thing.
Bad guy: Ha! Now I have you trapped in my complicatedtrapdevicewithalongstupidname. Your fate is sealed.
Good guy: You'll never get away with this evildoer!
Bad guy: Of course I will. Just to make sure of it, I'm going to leave you in an easily-escapable yet highly improbably scenario, leave, and hope it all gets done while I'm not in the room, because blood is gross.
Good guy: (escapes)
Even Mike Myers made fun of this shit in Austin Powers with regards to the Bond villains always coming up with more elaborate ways to NOT actually kill Bond: Blofeld's pirahnas, Goldfinger's laser, and every SPECTRE gadget EVER.