Because that's not the kind of story its trying to be?
Like, no offence, but not every show needs to be one where the heroes die and people's favourite characters keep disappearing. Yeah, that's the vogue at the moment as its a novelty, but its already growing tired [Hell, IMO it was tired from the beginning. In the anime world, Attack on Titan got so much praise for this, but was really pretty boring because rather than knowing that everyone's going to live, you know there's a bunch who will die. Doesn't make you more investigated, just makes you more bored at the fairly arbitrary reasons the author keeps inventing to kill them. Akame Ga Kill suffered from this too, though apparently not in the Manga. First couple of character deaths were good, well timed and handled, and sold the whole 'people die in this world' deal. Then near the end of the season it forgot what it was actually about and started to just invent OoC ways to kill off characters, because obviously that's why everyone likes the show]
There is nothing wrong with the heroes always winning the day. People don't have to die for a show to be good. Especially if its aimed at the teenage boy demographic.
I'm also not a fan of too much false tension. Its the shit DBZ gets called out on a lot, the whole 20 episodes to finish a fight sort of deal. Its not interesting. Its not cool. We all know how it ends, just hurry up and get on with it. Fairy Tail can be too short, but at least its not too long.
As for One Piece... Dropped that quicker than I dropped FT to be entirely honest. It just got so boring and samey so quickly. Never really liked the characters as much either, nor the main plot.
FT has its problems, but "Not enough tension" isn't one that you can apply to it, and not the entirety of the Shounen genre. The fights are usually pretty samey, and could use some shaking up, but some false sense of 'They're going to lose and die' doesn't do it for me. Grand Magic Games was entertaining, thanks to not really following that formula to the letter and being much less serious, meanwhilst fighting the dragons afterwards was one of the most boring parts of the series to date because it did try to build that fake tension with the fact that no-one can touch the damn things, and apparently one of the characters is dead in the future, and every guild in the world can't stand up to even a single dragon. The best part of it was when Natsu met that fire dragon, tried to eat him, and the follow through from that. Whilst nonsensical, it was at least more along the less serious and more fun side of the show, as opposed to the fake seriousness that we all know means nothing.
Overall... Welcome to shounen. Fairy Tail has its issues, but focusing on the wider 'issues' of taste with most shounen anime as its issue kind of glosses over its real problems, and ignores the fact that the lack of wondering whether a character is going to actually die for realzies or not is part of why people watch the genre.