Nah, you probably did it right. WFRP is a deadly system, which cuts both ways. PCs will win fights hard and fast, much of the time. Its just that, when the fight turns, when they get bad luck on rolls or are outnumbered/outmatched, they die hard and fast.
As someone who has run every edition of WFRP (really weird how they skipped straight to 4th from 2nd, but let's not get into that) along with Dark Heresy and a bunch of other stuff based on the same core, this is exactly right.
WFRP isn't meant to be "punishing" or "difficult" or whatever other term you want to come up with for "mean to the players." No system should ever be mean to the players by design, that's just bad GMing. You're here to have fun, not shit on people, and any system can be made unfair by just being unfair, that's not an accomplishment.
What WFRP is meant to be is tense. Success and failure rest on a knife edge. Dangerous enemies can be felled by a lucky blow, but by the same token a high level PC can be taken out by a lucky hit from a goblin with a knife. PC's still have plot armour in the form of fate points (representing the universe itself literally looking out for you), but everything feels more dangerous, not because the game is "harder" but because death is only ever a few bad rolls away.
High level WFRP characters will still become very powerful. A top tier fighter can duel three or four enemies at once and come out on top, and that's OK. They should be able to do that, they're a top tier fighter. But even when they hit that kind of power level they'll never feel completely safe even though they'll be able to dispatch most minor opponents with ease.
I GM'd WFRP 2e a few times. In one session, a big ram that doubled as a mount for one of the players was slowly becoming a vessel for a daemon, culminating with an attack against the owner. Missed the first attack, but the second was a critical*: 27 points of damage (player characters usually have 12-14 hit points), which made it a one-hit-fatality, ripping the head clean out of the body. I kinda felt bad for the player, but the scene was just too good
* In 2e, criticals are only when rolling for damage. If the D10 comes out 10, it's a critical and you roll again, adding up. Rolling 10s again also count as critical and let you roll again.
Actually I am surprised that there is (still) game not turning enemy unconscious upon "critical hit" or "high damage", it's both a way to make combat more dangerous and have a safety breaker to not kill a PC