Strangely, I did not have this experience. Nobody died on me on my first playthrough and I was always able to plan ahead and react in time. I had time to enjoy the music and graphics, but there was a bit of a disconnect between the dramatic music and nothing dramatic actually happening to my settlement as everyone was housed, reasonably warm and well-fed. Even all of my decisions up till the end were as ethical as possible within the limits of the scenario.
I'm not sure why. Maybe it's because I spent my younger years with extremely challenging city builders like Caesar 3? I still loved Frostpunk though, despite it being far too easy.