Oh, but they easily could have, and they did indeed 'lose' a party member for some non-trivial length of time. And you may recall that 'dying to a random orc' is exactly what happened to Boromir.
And no, I don't think winning-ness is what makes a hero.
Several of them come close, if you include the effects of lingering infection. That said, I don't have a particular problem with some kind of additional metagame currency for, e.g, re-rolling saves-vs.-death, but I personally prefer if it's explicitly labelled as a luck mechanic (or karma, or artha, or hero points, or whatevs.)