As the character considered most invulnerable in the DC universe - a result of both his incredible powers and his not inconsiderable plot armor - Superman is regarded as nigh-indestructible by a significant number of people, and not without good reason.
Perhaps once too often, the Man of Steel has proven his nickname correct by not being hurt or killed in scenarios that would have had a much more profound impact had he been literally anyone else.
This is why the (very few) times Superman has died in comics are all the more important. It really benefits the character to have the Last Son of Krypton appearing as though he's fighting despite the potential danger to him, instead of just fighting because he's incapable of being hurt.
Clark Kent's practical invulnerability to most attacks also serve to make stories where he is killed all the more exciting, too, because the elaborate lengths people have to go to in order to actually find a way to murder him are often the most interesting part of the entire comic. Plus, you get to see Superman exploded, frozen, or just talked to death, which is a win even if you don't always know it.