MacLeod fights because he has to, not because he wants to. There are plenty of "good" immortals who don't like to fight, or have turned their back on it. In fact, most of Duncan's friends are just like that: Darius, Brother Paul, Marcus Constantine, etc. Most of them started out as warriors, just like Duncan did, but instead of taking responsibility for other people and trying to be the hero, they would rather live their life in pursuit of other things. That doesn't mean they can't fight. Take Methos, for example. It's obvious that he would rather live his life in peace, but he is probably one of the most powerful Immortals, and certainly a capable swordsman. Then again, age doesn't always translate into ability. With age, an Immortal's power grows, just as it does whenever he takes another head; but I think that Duncan has probably taken more heads in his 400 years than Methos has in his 5,000.
The reason MacLeod is the main character is because he is a hero - he doesn't hunt heads, but he doesn't balk at a challenge. He is one of the Immortals actively fighting to ensure that the one who wins the prize won't be someone like Kalas or the Kurgan. Connor was the same way, though he was far more aggressive than Duncan. Most Immortals can fight, but not all of them are great fighters. Duncan is a great warrior who has studied the sword and other martial arts over his life in different parts of the world: Scotland, England, France, Italy, Spain, China, Japan and others. He has fought in countless wars, participating in battles ranging from Culloden to Waterloo to the Somme.
Though Fitzcairn is a great character and an adept swordsman, he is not on the level of Immortals like Kalas, Xavier St. Cloud, both MacLeods, etc. Fitzcairn's main goal is to enjoy life, particularly the women in it, whereas Duncan wants to save the world from being dominated by an evil Immortal. I think throughout the series, the two villains that stand out among the rest are Xavier St. Cloud and Kalas. After Xavier and Horton were both gone, Duncan needed a new arch-nemesis. Kalas and MacLeod have had countless conflicts over the years, they're ideologically opposed to one another, they hate each other with a passion. Sometimes friends have to die to push the story forward; I would rather have it be that way, than have a story where none of the good guys ever die. That's just unrealistic. Duncan has a big reputation among Immortals as a warrior, and thus his enemies are just as dangerous. It's unfortunate that they killed off Fitz, but at least it made sense in the story, unlike Tessa randomly being killed off because the actress wanted to get off the show. Even the creators of the show said they regretted killing off Fitz almost immediately after making the episode. Fortunately, the best thing about Highlander is that when one of Duncan's Immortal friends dies, it's not like you'll never see them again; there's always the flashbacks.