Well, I can think of one minor change to nobles that would make killing them riskier and keeping them around more beneficial to your fortress: have them make friends *very* quickly, but not get happy thoughts from doing so.
Thematically, Nobility should have enough free time (as it is) to get really bored, and thus they have a need for companionship/advice/camaraderie from the people who work under them. For the noble this socializing would be commonplace and expected, but for the people who they befriend they would consider themselves the "favorites" of the head honcho, or even just be happier that someone is listening to their needs and desires.
Gameplay-wise, it makes having nobility die (and consequently, not having a tomb in the case that they get ambushed by goblins) a potential trigger for the downfall of your fortress. Most forts are often have at least one or two citizens on the brink of tantruming (even if the player is unaware) and one or two large fortress-wide unhappy thoughts have the potential to send everything into a major spiral of despair, madness, and death. Contrawise, keeping your nobility happy would provide a natural boost to happyness as making and talking to friends both produce happy thoughts of their own accord.
My $0.02