I kinda agree with Duke there they need to do something so you don't break the game accidentally. I haven't gone on any murderous rampages in skyrim yet, but if it's similar to oblivion EVERY quest NPC is immortal, whether the quest is important or not, which can be ridiculous.
I was always thinking a mod to make them all permanently killable would be great, but the next autosave quicksave or manual save it gives you a list of quests that have been broken (questlines in skyrim since it keeps track of them) and asks to confirm before saving. If any of the big main quests are broken it does a second "You really fucked over the plot, are you absolutely sure?" confirmation and puts a flag someplace on the save file screen to indicate such.
One of the things I liked about DM-ing D&D back in the day was planning out edge cases, trying to predict the players doing something unpredictable, and not in line with the planned plot. And while I think the Bethesda folks do pretty good work the majority of the time, making important NPCs unkillable reeks of laziness.
Especially with Ulric and whoever the leader of the leigon is. If you back one side or the other It does not seem to be much of a stretch for the player to attempt to kill the leader of the other faction. I don't know yet how that is supposed to end, but they REALLY should have put in some kind of alternate plot path for assassination. I mean the player attempting to kill them isn't even a stretch, in fact, it may even seem the obvious solution to some stealthy assassin types.