I agree. Someone with 20+ dice to resist is really, really tough. Inhumanely tough, even. So it doesn't bother me if someone like that takes a grenade and is stil able to walk (he probably won't get out without a scratch, though).
But as a GM, I know some things are pretty much insta-kill. If you're defenseless and someone points a pistol at the back of your head at point-blank range, then if he pulls the trigger, you're dead. Trapped in a building rigged to explode ?
Chunky salsa.
These instances are pretty rare, and as a GM, the player should :
a) not get into these situations in the first place if they can
b) know that sometimes, you don't fight (for the first exemple), if I put them in these situations