[TokuChris]

They won't kill off the major four, not until later in the series.

Gaim is the focal point of the story - he has to live for as long as possible.
Baron is the main nemesis to the hero (Gaim), but with flashes of being a hero himself, meaning he'll eventually fight for good in time, and thus cannot die until after that happens.
Ryugen and Zangetsu have to play off each other to develop a story and conclude a story before either can die. I, like others, believe that somehow Ryugen will succumb to darkness and become a villain while Zangetsu becomes a hero. Role reversal - the younger sibling rebels so much against what the older sibling wants that he becomes exactly what he didn't want to become, while the older brother attempts to save him.