I actually really liked that. It's as if, while teaching you the controls, the game being extremely blunt about the fact that combat is deadly and that you will experience loss, whether you're a quick-load-addict or not
But it doesn't really teach you much about combat deadliness. One death is a cutscene death, and the other two are one-shotted by sectoids - which don't normally one shot your troops. The deaths feel just story driven - like they wanted to show how badass the aliens are. At least they could've put in some flying disks or a muton or two to show that off.
Anyway, I wouldn't mind so much if those deaths were avoidable somehow (say you're really really good), but the deaths are just scripted, making me just cringe.
On an unrelated note, the game mechanic that all shots are hit/miss per shot is kind of bothersome. I understand things like sniper rifles, and rifles and pistols maybe. But someone with a shotgun or the heavy that fires a ton of bullets doesn't fit that mechanic too well. I think they should've made those hit/miss per bullet, not per shot - as I said, sometimes even the graphics show one bullet going through an enemy even when it registers as a 'miss'.