You don't HAVE to cheat.
It just got me to the point where I can actually bear failure now. Knowing I can savescum away some true bullshit makes the average BS seem less damning.
TBH, the only rerolls I've been doing are basically ambushes by Skaven. I can even win ambushes without casualties. I used to restart when I'd get a crit or two right at the start of the match. Now, I've learned to roll with the punches. Use Poultices. Make it work. 99% of the time it's just a Light Wound as a result.
Like a lot of "hardcore" games, Mordheim doesn't really give you any chance to get familiar with basics of survival. The tutorial gets you ready to functionally play the game, but it doesn't explain, like, how aggressively the AI is going to after you. How it prioritizes whose ass to kick. How you balance collecting vs. surviving. Stuff like that.
I think there's a new breed of games like these that start out saying "we're going to be a hardcore game." I feel like people's reaction to Mordheim's difficulty is sort of the same as Darkest Dungeon, which also puts that "hardcore" label right on the screen as you start. It has the same habits of doing punishing things to the player because it likes to pile on the pain. Knowledge and repeated exposure to systems (like me learning what the actual injury rates Open Wounds are in Mordheim, or what Curios are just stupid to investigate in DD) gets you through the game because it's all about making informed decisions. That's the learning curve. Unlike DD Mordheim is pretty unfair on a couple levels though, and unlike DD, it takes a lot more work to keep your guys alive and leveling, I think. Both start punching you in the face from the very first mission.
I mean, point in fact, it's taken me....about 40 hours to get comfortable with Mordheim's full release SP. And that was playing a ton of EA Mordheim so I was already familiar with building guys, common mistakes and so forth. That's a pretty tall order for any random gamer buying it.
Anyways, devs on the forum are reading the AI threads people are making and they're reworking the RNG to be less streaky. So the game may improve yet.