What about killing NPC's like Sapphire?

InvinciBrynolf attacks you if he's nearby, but come back later and he's all cool again and forgets about you killing someone in the guild indiscriminately. Sure, you can say that the guild desperately needs people and they'll take anyone they can get, but you can make the same excuse for the Stormcloaks.

That aside, I don't think they really acknowledge or care for each other much. AFAIK, he doesn't even comment on Galmar's death.

That's just lazy on Bethesda's part, considering how well they handle the deaths of store-owners and merchants.

It's not actually a gameplay mechanic, it's a gene in that family that came about as a result of saying dumb stuff to big guys in taverns. They have to be invincible to go outside.

Cause...um...uh....People like him duh

^{Who those people are though..I have no clue}

In Skyrim that is probably true

As others have said, Rolff Stone-Fist is marked as essential, because it would lower Galmar's disposition towards the player and therefore would interfere with the civil war quests. There is also a "technical" reason why Rolff doesn't lose his essential status even after Galmar is dead, although I can't recall exactly what the reason was off the top of my head. I think it has to do with his alias being tied into quests that are never meant to completely shut down in the game and doing so would cause these "quests" to break.