...Good lord. Are you totally sure you've got guineas? I can't even catch the things any time during the day, much less get them to sit on my shoulders or even come near me, no matter how good of treats I have.
Guineas do tend to have a somewhat high mortality rate due to their outdoor roosting - mine are 100% wild and still have this issue, so I doubt it's to do with their friendliness. A lot of it happens in the early morning, since they fly down at the crack of dawn when predators are still out.
If the birds are very important to you, then yes, pen them up. While they do use a lot more space than chickens, they don't need it, so there's nothing wrong with confining pet guineas. I personally keep mine for meat and their silly looks and watchdog tendencies, so I allow them to roost outside and just cycle hatchlings and new bloodlines through frequently. (I've had maybe 40 guineas through my flock over the last year and I have maybe only 3 that were here his time last year).