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Losing friends to a game is sort of a hint that something went wrong. Generally the unstated point of any game is to have something fun to do with your friends.

Games like this require pretty clear communication with your players. People don't all play RPGs the same way and there are two methods of handling that as a GM. You can ignore it and run things your way, in which case you'll burn through unhappy players. Eventually you may get lucky enough to stumble over people who randomly play in a style similar enough to yours that you mesh, but that can be a lengthy and frustrating way to go. The other option is to get a read on what type of game your players want, mix in the things you also have fun with and find a middle ground. Make forays outside of people's comfort zones sure, but you shouldn't be spending the entire game there. For example, you may enjoy seeing your players get frustrated but that's a sign they're not having fun anymore. A little frustration can make an eventual resolution feel that much better but a lot is just going to kill your game and drive off your players.

When PC death is going to be common in any game you need some buy-in from your players. They need to be aware that this will happen and be okay with it. Someone else here can probably explain how to do that better than I can. You also generally need to avoid volunteering your players to sit around the table with nothing to do for extended periods. Limiting that is one of your jobs as a GM.

For perspective on where I'm coming from, my personal style appears to be a bit less lethal than is standard for this game. I run the modules mostly as-is but when I add stuff in it tends to be either fairly normal stuff to draw a stark contrast with the weird bits or it's more toward the weird fantasy side of things and not necessarily overtly lethal. At one point as an in-between thing I had the PCs wander across a village where I mixed Stepford wives and Cthulhu-ish transformation so the guys were trading in the women in their lives to become very well-mannered squid-headed monsters. The guy would see "his" girl as attractive and enchanting and normal looking, while everyone else saw her as having a squid-head (but if he was "in the know", this wouldn't disturb him). If the PCs killed one (easily done) she'd come back the next day like nothing happened and I'd start describing things in a more paranoid fashion for that PC. Seeing them was just disturbing but thinking you'd killed one and having it come back would drive you batty eventually. Was fun for me and the players, although it also freaked them out a bit.