This is the right way. As one who have never been fond of open world pvp sandbox, because i risk getting killed a lot just so that i can get from A to B or to do something fun, loosing skill points because you had a trade route would just feel like punishing the weak and the unlucky even more. Like if i have just been hired to escort someone i die due to pirates and find out i lost some xp. in the future i would only do such jobs on a secondary no-good character to take risks, make money and send it to my main character. That would be far from immersive.