Because Pokemon battles are an sport, and have rules, no trainer are alowerd to kill another trainer Pokemons, so they can use powerfull moves as long is just to incapacitate or faint, not to kill it, just like it happens with profissional fights in the real word, however the Pokemon do have the power to kill if want it. Many pokedex antries also states that Pokemon prey on other Pokemons and kill it to eat.
But also, did you see the comic books? Pokemons die alot there, I recomend seeing it. Have a nice day!