Can heavy water reactors even melt down?

Removal of the coolant will not shut a reactor down. As a moderator, heavy water is the most cost-efficient, but its most important quality is as a coolant. If you remove it, then the only way for the fuel assemblies to transfer heat is through radiative heat transfer, meaning that the fuel assembly temperatures must skyrocket in order to transfer the same amount of heat than if they were immersed in water. The only way to shut down a reactor is to insert all of the hafnium control rods. Hafnium is a very efficient neutron absorber, therefore it will interrupt the nuclear chain reaction and force the reactor subcritical. The use of heavy water as a moderator also helps the reactor to be inherently stable due to its negative reactivity coefficient. This means that, as reactor power goes up, the water will heat up and become less dense. This makes its moderating ability less efficient, slowing down less neutrons for the chain reaction and stopping the power rise in the reactor. As for the enrichment of the uranium, all reactors which use U-235 as the fuel source must be enriched. For civilian reactors the enrichment content is typically 3-5%, for military applications the enrichment is typically 98%. The enrichment is necessary because the naturally occurring percentage of U-235 is too low (0.72%), which would force the reactor size to be gargantuan. The higher the enrichment percentage, the smaller the reactor can be. Heavy water reactors, whether the Pressurized Water reactor design or the Boiling Water reactor design, are the most cost efficient way to produce mass quantities of electrical and steam power.

"Can heavy water reactors even melt down?"

I think what you are trying to ask is "Can even heavy water reactors melt down?" That is a different question - to which the answer is "Yes".

"But seriously, is this a good feature?"

Since Nuclear Power is the Human Race's ONLY hope for sustaining our world's ever-growing population, then the answer to that Q. is an unqualified "yes"!

when uranium splits under nuclear fission neutrons are given off at high speeds these speeds need to be reduced in order for it to be absorbed by other uranium molecules and heavy water is the most efficient/ cheapest way to do this so yes it is a necessary expense.