All the older Capcom games have this ability (not to kill you except on the final hit of things) because they weren't written by people that had never made a fighting game before you can find a ton of supers in MvC2, XSF, Third Strike, etc that work this way, as well as the KOFs, Guilty Gear...
As a specific example, Rogue's super in MvC2 will hit both characters up until the kiss and not kill an assist. So will a lot of others, but that's the easiest example.
Big Band falls out because he is a different weight than Filia, and thus goes a different height, and Double tracks the point character so yeah she's not gonna hit both. It happens to characters that aren't Big Band also.