No, its quite common. Most of the enemies are very mobile and will easily bypass your tanks on most levels and can do enough damage in a single hit to smack down one of your squishies once they break through. Often there’s just nothing you can do about it, though if you’re not quite at the point where you can one shot them yourself abilities that stun, pin and (to a much lesser extent) hobble obviously go a long way to prevent this.
I found this gets less common the longer a campaign goes on as your characters can get quite tanky regardless of class. Spending LP to cancel cards in the main monster deck as often as possible can also help significantly as with a few bad draws stacked up you can end up with common enemy types suddenly hitting very hard indeed.