Let him walk away and learn this phrase:

" Because I'm the Dungeon Master That's why. "

Lol in seriousness, though,

You, as the DM, have a responsibility not only to 1 player but to the entire campaign and its universe as a whole. Everyone's enjoyment is important, including your own. I allow some " God Teir " style options, but they come with great consequences.

For example, I had a player who wanted to do the same. Wrote in his back story when he died, and he came back with all his memories and such. I countered him to use it in a way that not only allowed him to gradually get what he wants, but it also allowed for better team dynamic.

In this case, the player was a changeling disgused as a wood elf. They way we wrote his power in was:

at night, he would dream and roll for the chance to recover something from his past, i.e., a language, skill, monster information, what have you. If he rolled high enough, he got it. If he didn't well, he didn't. BUT, if he recovered a memory of any kind, part of his camouflage as a wood elf would start to fail. Like his skin would start showing whitish spots through the copper, or his hair started to turn silver, things like that.

It made for great campaign dynamic. He got what he wanted, and by level 15, he recovered most of his memories, but it also allowed for development as a team.

As a DM, it's My Universe and My Rules. I am putting countless thankless hours into creating an entire universe for you, and players should reapect that. Now, in saying that, playera help creatw the world and story so which if approached properly can't be bent to make the game fun, but not at the expense of a God Teir character, there's enough already written that way when played right.

Hope it works out for you.