You don't need to kill anyone
You don't need to kill every character in the game to make it compelling. Many great movies/books don't kill any (Or at least not all) characters that you like and it is still compelling. Seriously, every character I liked (Except for Clementine and Molly (I liked the other ones that survived too but I was never attached to them) ) died. Mark, Kenny, Carley, Lee, even ben.