Why weren't Ancient military leaders killed on the battlefield?

A lot of time in history leaders/kings and generals went into battle with their soldiers but why weren't they ever killed? Whenever I see shows or movies on historic battles, the leaders are always highly trained, taking on 2-3 people at once, but when there's thousands of people fighting around you couldn't the enemy easily distinguish the leader from everyone else by his clothing/armor? Julius Caesar wore a red cloak into battle, why don't 400 people jump him/ fire arrows at him? Or how come we never hear of a generic nameless soldier killing a leader? Was it an unwritten rule to not target leaders?