Aside from just being generally confusing, they spent a ton of time making it abundantly clear that robots are robots. If they die, they can come back. They've lived many lives that they remember or don't remember or never actually happened. They set up a universe that gives you no reason to have an emotional connection with robots, then SURPRISE, they're the protagonists and you should care about them! But if they die they just come back. If they have a bad memory you just erase it.
Maybe I don't have the finer details right, its been a while and I hate-watched the 2nd half of the 2nd season. But I constantly found my reaction to any big twist or "death" being "why should I care?"