I "let" the group fail. I set the world rules, and make it clear what is and isn't possible. If they try anyway, I let them. I have been known to give them extra leeway, but if they continually run headlong at certain death, they find it.
 
. . .and as for not wanting to lose the character, you can have alternate ways to "lose" at the encounter but survive. Enslavement to the duke, transformation as punishment, regression. I had one player say he didn't want to die, so I had him make a deal with an NPC. I staged it like this:
 
"So, your character makes a comment about the possibility of dying, and Necessity (NPC) hears you. She asks if you would like a guarantee that you will survive the encounter in exchange for working for her employer. . ."
 
There was a half-hour of RP discussion between just the two of them. . .but he took the deal, which means he took a different road than the rest, and came back during a different campaign. So, there are ways to help the player evade a certain death, but the path they take might not be what they initially wanted.

I "let" the group fail. I set the world rules, and make it clear what is and isn't possible. If they try anyway, I let them. I have been known to give them extra leeway, but if they continually run headlong at certain death, they find it.
 
. . .and as for not wanting to lose the character, you can have alternate ways to "lose" at the encounter but survive. Enslavement to the duke, transformation as punishment, regression. I had one player say he didn't want to die, so I had him make a deal with an NPC. I staged it like this:
 
"So, your character makes a comment about the possibility of dying, and Necessity (NPC) hears you. She asks if you would like a guarantee that you will survive the encounter in exchange for working for her employer. . ."
 
There was a half-hour of RP discussion between just the two of them. . .but he took the deal, which means he took a different road than the rest, and came back during a different campaign. So, there are ways to help the player evade a certain death, but the path they take might not be what they initially wanted.

I made a character that does everything!!!!
 
Versatility/Jack of All trades/Psychic/Gift
 
His name is Froggy, and despite all odds, he was the most OP character in the group. On creation,  had no backstory or plan for him, but when he met the party the first thing he said became his trademark.
 
"Let me help you with that."
 
Froggy, the man who will help anyone with anything for no reward. Need a towel, Froggy hands you one (he stocked up). Need a meatshield? Froggy stands in front of you and is pincushioned with arrows, screaming in pain and shouting at the top of his lungs, "I'm helping!!!!"
 
In the campaign at the end of the GM book, Froggy ran up to the attackers and chucked them off the ship (because another PC asked him to). He worked in the inn, and single-handedly DESTROYED the Night Attack. When another PC was caught robbing the General Store, Froggy did the manual labor decreed as punishment.
 
Outside of RP, the group has a saying when someone does something impressive, but for no discernable reason.
 
"Froggy: He does whatever he wants. . .because he CAN." We think his dying words would be, "I helped. . ."