No one wants to feel like there's no sense of danger, and GMs should beware the "Dallas Complex" (from the old primetime soap opera, when we learned a whole season or two was imagined instead of real)...but from time to time, when things just don't work out right and it's hard to pin down why, a clever GM can normally find a way to sneak in a reset.
In Earthdawn, especially with Horrors involved, you can sometimes get into their heads with it, even. Maybe after a series of unlucky rolls (or a scratch-built Horror being a little tougher than you had planned) just ended in a total party kill, with the big bad evil nasty twisting the skin of the last PC all sideways and murdering them all horrible -- well, as the last body falls, describe a bright flash of light, a dizzying sensation as if the whole world were turning too fast or too slowly, and then deposit them back at the entrance of the kaer, investigating the protective runes across the first big gateway...runes of warning and premonition, with arcane inscriptions that now show them being destroyed by the Horror that claimed the place decades earlier.
Turn an accidental, bad-luck, total party kill into a creepy, spine-shivering, moment that simultaneously (a) grants them a second chance, and (b) adds to the feel of the setting.
In Shadowrun, of course, it's a little harder -- but there's still mind affecting magic, and Laesa, and hot-sim programs that a character could, feasibly, not know they're plugged into. It's not quite the same when a run against a local ganger-held BTL factory causes the TPK instead of a supernatural horror that bends reality and twists emotions...but depending on the scenario and on what caused things to go sour and wreck everyone's fun, it's possible to find a totally in-game way to hit the "reset" button, so to speak.