Don't be daft! Nothing wrong with being careful with your Kerbals. Sooner or later there will probably be some sort of punishment system in place for needlessly killing Kerbals, so might as well get into the habit of not sending them to their deaths so easily. Regardless, ever since I played KSP, even in Sandbox I'm extra careful not to put any Kerbals in unnecessary risks. I tend to test everything remotely first before I resort to using a Kerbal, and I always tend to build an escape tower of some sort. As someone else already stated; it adds to the immersion. Also, as a result of doing the above, if you ever do suffer a catastrophic accident and a Kerbal/Kerbals die as a result, the impact of that death is more pronounced.