It does kind of kill the immersion when you heroically slay a dragon attacking the town, only to reload and try entering the town again because you've realized the blacksmith didn't survive the attack. I reloaded 4 times yesterday because Alvor kept running up to an elder dragon and getting himself killed instantly. And then the final time I reloaded, the dragon didn't appear at all, and all was well in Riverwood. It would probably be better to allow Alvor to stay dead, because it would heighten the drama and give my character more of a personal reason to want to join the Blades and avenge the death of a kind blacksmith who took him in after escaping Helgen. But my greedy side who has been investing in speech perks doesn't want to lose one of my sources of income. And every time there is a dragon attack on a town, it's almost always the blacksmith that gets killed. In the very same game, I have reloaded at Dawnstar because the blacksmith couple there got killed by a dragon, and in Windhelm both the blacksmith and his apprentice were the only people to get killed by the damn dragon, even though everyone in town including the beggers and gossiper were attacking it with their knives. I don't mind if its a random farmer or miner getting killed, but the blacksmiths are among the most useful NPCs in the game. It also frustrates me that the towns have guards there to protect them from danger, and the villagers always say they are worried about dragons attacking, yet everyone in town turns suicidal the moment a dragon comes swooping down.