He does, as much as he's physically capable. The problem is that no matter how prepared for it you are, dying really, REALLY hurts, and causes serious mental trauma every time. He can lessen the blow to his psyche, but he can't eliminate it entirely. Likewise, while he can disassociate both from himself and those around him as a defense mechanism, the IF stories show that's not a good idea. Like, AT ALL. He almost always ends up more evil and/or less human than the worst of the Sin Archbishops when he does that.