[WillyPete]

Even in a game where you DO pay points for everything, such as Champions, there's way too much temptation to design your (for example) Martial Artist with enough Protection (of whatever sort) to (for instance) stop the BODY damage from a .50 cal. MG bullet...
and for the GM to just shrug, and allow it, because he really doesn't want stacks of dead characters piling up!
Game Mechanics like Hero Points help, quite a bit, but it's still rare to see someone design a character who isn't (at least a little) bulletproof in most Superhero RPGs, and even rarer for those characters to do well!
One of the things that MEGS actually did do well, was to let your BODY attribute resist even 'Lethal' attacks, so that you didn't immediately have to go for a Hero with Force Fields or Body Armor...
but, what works in a Comic Book rarely works as well in any RPG, and it's rare to find an RPG that even comes close.

On the other hand, I remember deciding, when I first read GURPS Supers, that every 'sensible' Superhero should carry a Rapier, and an M-14 AutoRifle, rather than waste valuable character points on silly things like Superpowers....
And, in 'Superhero 2044', the characters were frequently portrayed as buying things like Grenades and SMGs!
Nobody quite gets it right, but some games are far worse than others!