Lack of redundancy, lack of safety systems, generally unreliable mechanical parts as opposed to airliners (i.e. lower quality components), lack of support (dispatch, crew environment, professional mechanics, etc.).
Flying GA in general is a fairly risky behavior on a sliding scale. Day VFR isn't as risky as night IMC over the mountains. You lose an engine in a single and you're coming down. There is no pulling over. The Cirrus is actually a pretty big step forward in safety systems.
As far as driving goes yes there are lots of deaths. However if you delve deeper you'll find they are slanted toward certain makes/models. There are some cars that haven't had deaths in several years or just one or two fatalities. Not to mention, until I can teleport around, driving is pretty much the only option.