You say that but they do have a habit of killing people in these Marvel based films.
If you think of the first three Spiderman films, Goblin...dead octopus...dead... Sandman....dead ( I think, it's been a while since i seen it)
Captain America - Red Skull.... dead
Iron Man... Jeff Bridges character... dead
Iron Man 2... Whiplash.... dead
X-Men jean Grey.... dead Cyclops... dead Professor X.... dead (or is he?)
Wolverine.... Sabretooth... dead (if i remember correctly)
They have no problems with killing characters in these films. most likely as they have such a huge gene pool to pick from they don't need to worry abiut re-using them all the time.
It's already been announced that Loki won't be in Avengers 2, so they don't need to keep him alive for that.
All those characters were villians (pretty much serving one purpose - Antagonise then die for the hero to prevail), where as Loki is almost synonymous with Thor's mythical universe. In addition to the family tie between them. He is more valuable alive, even if he isn't interacting with Thor.