People need to keep in mind, this is kind of a classic story arc thing and we're only 3-4 minutes into the final product (which may only be 15 minutes long). You set up the antagonist here as being super bad-ass and nigh unkillable (again, accurate enough to the fluff) because we're setting the entire stage for when some of the marines are killed.
Watching it so far, you think "whoa, unstoppable dudes!" --- and that is what adds power to the first time we see a marine get killed by one of the big baddies, or whatever is hiding in vault "2". This is a fundamental and simple story-telling mechanic. When something from vault "2' waltzes out and shoots a marine in half, it'll be all the more shocking because of the precedent set by the first depictions of the marines, etc.