[Gunslingr3]

No, even if the OSP tried harder they would not have been able to kill the people if the Lord was protecting them.

If we accept that, it begs the questions: What does the Lord have against Finicum that we wouldn't steer a few lousy bullets around him?

[Goreknowshowtocheat]

Why do bad things happen to good people? Maybe the Lord wanted a witness against his killers at the judgement bar.
You can inquire of the Lord.