In 40k, you will lose models and you will lose units. Sometimes you will lose all of your models. Don’t sweat it…
Warhammer 40k is a 3 hour marathon. Like in chess, you always want to let the other player make the last mistake. Things that tend to cause us to make mistakes include not knowing our army well, not knowing what the army can or wants to do, and feeling the pressure of adversity. Losing a key unit or losing a bunch of models should not make you feel more pressure. Embrace it. It is a dice game, and you will lose sometimes, and you will win sometimes. Keep the strategy on the table aligned with scoring mission points and blocking your opponents mission points. That will give you the best chance to outscore your opponent, and win.