Some are. Some aren't. Here's a thread from two days ago Ice Age Ancestry May Keep Body Warmer and Healthier which discusses favorable mutations. I don't know why you imagine mutations must be unfavorable. A mutation might make you smaller, or maybe taller; weaker or maybe stronger; allergic, or maybe resistant to an irritant, etc.
Besides, death takes care of the truly unfavorable mutations, and the rest -- however few they may be -- go on to breed the next generation. Evolution keeps increasing its bets on the individuals that survive. Every species now living is a consequence, and those species are but a tiny fraction of all the species that once lived. Each of us is a long shot, but here we are. That's evolution.
I don't think they "must" be unfavorable. I just think the overwhelming majority are.
After all it's much easier to modify the genetic code to delete an organ or diminish it's functionality, than , than it is to add a new organ or add new functionality to an exising organ.
Death does take care of severe mutations and mating preferences others. But it still seems like for every positive mutation there would be Thousands and probably millions of mutations that diminish functionality in some respect.
Thus evolution processes to be considered credible must not only find be able to adding significant functionality in relatively short time-frames, but must overcome the deteriorating effects of most mutations being negative.