Torchwood - I have an issue

Been watching a couple of episodes of Torchwood - the one with the fairies at the bottom of the garden (liked it), and the one set in the Brecon Beacons (a desolate place that I've mentioned before on this blog someplace - it's the Welsh equivalent of the Desert Road, complete with army manoeuvres, and that episode was so-so.).

Anyway, here's my issue:

If Capt Jack is invulnerable & immortal, how come he lets Gwen crash through the farm door first, so that she collects a shotgun blast? Doesn't it make sense to send the unkillable one in?

Sheesh. It's little things like this that can ruin a show. Aside from that & the feeling that a couple of the cast at least can't do action to save themselves, I like it.

BBC - Torchwood - Homepage