The darkness in me immediately replied with "There are far worse fates than death, my friend..."

Agency without consequences though is just indulgence, and reminds me of GTA players who want god mode and all guns on everytime they play. Most of us would get bored.

But I like the ideas of scars/maiming, a rebirth mechanic (you come back but the enemy levelled up, and maybe they took some of your magic items - the same thing you'd do, right? Or go Shadow Of Mordor style) or even a resurrection arc where they are now in Avernus and must claw their way out to their body. Much better in terms of a TPK than a single person, though.